+56.5%
TEL vs DBX
+11.7%
+44.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.2% |
| 7D | +1.6% | +2.1% | -0.5% | +1.0% |
| 30D | -0.7% | +5.7% | -6.4% | -2.3% |
| 3M | +2.4% | +31.8% | -29.4% | -5.1% |
| 6M | +4.1% | +37.5% | -33.3% | -6.0% |
| YTD | -5.8% | +27.9% | -33.7% | -13.1% |
| 1Y | +0.9% | +15.0% | -14.2% | -4.1% |
| 3Y | +72.6% | +27.2% | +45.4% | +50.9% |
| All | +56.5% | +11.7% | +44.8% | +29.3% |
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