+53.7%
TXN vs DBX
+10.1%
+43.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | +2.0% | -1.8% | +3.8% | +2.3% |
| 30D | -8.0% | +2.8% | -10.8% | -8.7% |
| 3M | -7.8% | +26.8% | -34.5% | -13.1% |
| 6M | +32.4% | +32.8% | -0.3% | +21.5% |
| YTD | +51.7% | +26.1% | +25.6% | +41.2% |
| 1Y | +44.3% | +14.1% | +30.2% | +38.4% |
| 3Y | +71.3% | +25.7% | +45.6% | +51.4% |
| All | +53.7% | +10.1% | +43.6% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling