+99.7%
TXN vs DBX
+22.5%
+77.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | +0.6% |
| 7D | +1.0% | -1.1% | +2.1% | +0.8% |
| 30D | +6.1% | +5.0% | +1.1% | +7.7% |
| 3M | +10.4% | +4.6% | +5.8% | +12.2% |
| 6M | +12.6% | +43.9% | -31.4% | +27.5% |
| YTD | +83.5% | +29.9% | +53.6% | +109.7% |
| 1Y | +99.7% | +24.6% | +75.1% | +128.8% |
| All | +99.7% | +22.5% | +77.2% | +128.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling