+46.6%
TEM vs DBX
+70.0%
-23.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.6% |
| 7D | -8.7% | +2.1% | -10.8% | -10.2% |
| 30D | +8.1% | +5.7% | +2.3% | +3.1% |
| 3M | +19.0% | +31.8% | -12.8% | -6.1% |
| 6M | +12.0% | +37.5% | -25.4% | -17.9% |
| YTD | -0.1% | +27.9% | -28.0% | -21.4% |
| 1Y | -33.5% | +15.0% | -48.6% | -42.5% |
| All | +46.6% | +70.0% | -23.4% | -40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling