+235.5%
TXN vs DBX
+22.6%
+212.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.4% | +3.5% |
| 7D | +4.0% | +2.1% | +1.9% | +3.4% |
| 30D | -2.9% | +5.7% | -8.6% | -4.4% |
| 3M | -9.1% | +31.8% | -40.9% | -16.0% |
| 6M | +36.6% | +37.5% | -0.8% | +23.0% |
| YTD | +57.5% | +27.9% | +29.6% | +44.4% |
| 1Y | +49.5% | +15.0% | +34.5% | +41.0% |
| 3Y | +76.5% | +27.2% | +49.4% | +56.6% |
| 5Y | +62.4% | +12.8% | +49.6% | +45.2% |
| All | +235.5% | +22.6% | +212.9% | +154.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling