+1.1%
TEL vs DBX
+20.4%
-19.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.6% |
| 7D | +3.0% | -2.4% | +5.4% | +2.7% |
| 30D | -3.9% | -0.5% | -3.4% | -3.9% |
| 3M | -5.1% | +28.1% | -33.2% | -1.9% |
| 6M | +0.6% | +33.1% | -32.5% | +5.8% |
| YTD | -7.3% | +25.3% | -32.6% | -2.7% |
| 1Y | +1.1% | +18.3% | -17.2% | +6.4% |
| All | +1.1% | +20.4% | -19.3% | +6.4% |
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