+195.6%
TGT vs DBX
+19.3%
+176.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.3% | -5.5% | -3.6% |
| 7D | -3.6% | +0.3% | -3.8% | -3.7% |
| 30D | +4.4% | 0.0% | +4.4% | +4.3% |
| 3M | +25.4% | +26.1% | -0.7% | +19.6% |
| 6M | +33.4% | +29.4% | +4.0% | +25.8% |
| YTD | +65.6% | +24.4% | +41.2% | +57.3% |
| 1Y | +80.3% | +10.9% | +69.4% | +74.9% |
| 3Y | +42.1% | +24.1% | +18.1% | +31.9% |
| 5Y | -25.0% | +7.8% | -32.8% | -31.0% |
| All | +195.6% | +19.3% | +176.3% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling