-44.0%
ACHR vs TEL
+99.1%
-143.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | -1.0% |
| 7D | -2.3% | +1.6% | -3.9% | -3.8% |
| 30D | -11.3% | -0.7% | -10.6% | -11.2% |
| 3M | +5.3% | +2.4% | +2.9% | +2.3% |
| 6M | -13.2% | +4.1% | -17.3% | -19.5% |
| YTD | -25.8% | -5.8% | -20.0% | -25.0% |
| 1Y | -34.3% | +0.9% | -35.2% | -38.1% |
| 3Y | -19.9% | +72.6% | -92.5% | -56.9% |
| 5Y | -42.7% | +57.5% | -100.2% | -66.6% |
| All | -44.0% | +99.1% | -143.1% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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