+144.7%
TEL vs DBX
+16.6%
+128.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.2% | -1.1% |
| 7D | -1.4% | -1.3% | -0.1% | -1.1% |
| 30D | -4.9% | -2.9% | -2.0% | -4.4% |
| 3M | +0.1% | +23.8% | -23.8% | -5.4% |
| 6M | +0.4% | +26.2% | -25.8% | -6.7% |
| YTD | -8.9% | +21.6% | -30.5% | -14.6% |
| 1Y | -0.3% | +11.4% | -11.8% | -4.8% |
| 3Y | +67.6% | +21.3% | +46.3% | +52.3% |
| 5Y | +50.7% | +6.7% | +44.0% | +37.4% |
| All | +144.7% | +16.6% | +128.1% | +94.8% |
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