+223.3%
TXN vs DBX
+16.6%
+206.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.9% |
| 7D | +2.2% | -1.3% | +3.5% | +2.5% |
| 30D | -9.5% | -2.9% | -6.6% | -9.1% |
| 3M | -10.5% | +23.8% | -34.4% | -16.1% |
| 6M | +35.4% | +26.2% | +9.2% | +24.6% |
| YTD | +51.8% | +21.6% | +30.1% | +40.8% |
| 1Y | +42.9% | +11.4% | +31.5% | +35.7% |
| 3Y | +71.3% | +21.3% | +50.1% | +53.8% |
| 5Y | +58.0% | +6.7% | +51.4% | +43.3% |
| All | +223.3% | +16.6% | +206.7% | +148.6% |
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