-10.5%
TEM vs DBX
+22.5%
-33.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -3.6% |
| 7D | -1.3% | -1.1% | -0.2% | -1.1% |
| 30D | -9.5% | +5.0% | -14.5% | -10.7% |
| 3M | +60.7% | +4.6% | +56.1% | +58.7% |
| 6M | +35.5% | +43.9% | -8.5% | +20.1% |
| YTD | +28.0% | +29.9% | -1.8% | +13.6% |
| 1Y | -10.5% | +24.6% | -35.1% | -19.8% |
| All | -10.5% | +22.5% | -33.0% | -19.8% |
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 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