+15.8%
DBX vs TENB
-9.4%
+25.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.4% | +3.4% |
| 7D | +2.1% | -12.1% | +14.2% | +6.3% |
| 30D | +5.7% | -18.6% | +24.4% | +12.5% |
| 3M | +31.8% | +12.1% | +19.7% | +24.7% |
| 6M | +37.5% | +46.8% | -9.3% | +17.7% |
| YTD | +27.9% | +28.0% | -0.1% | +13.7% |
| 1Y | +15.0% | -1.4% | +16.5% | +11.3% |
| 3Y | +27.2% | -33.9% | +61.1% | +37.0% |
| 5Y | +12.8% | -34.6% | +47.4% | +15.2% |
| All | +15.8% | -9.4% | +25.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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