-41.5%
ACHR vs TEL
+92.6%
-134.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +3.8% |
| 7D | +4.9% | -1.4% | +6.3% | +6.1% |
| 30D | +4.3% | -4.9% | +9.2% | +8.9% |
| 3M | +1.7% | +0.1% | +1.7% | +0.9% |
| 6M | -6.9% | +0.4% | -7.2% | -10.4% |
| YTD | -22.5% | -8.9% | -13.6% | -19.1% |
| 1Y | -31.5% | -0.3% | -31.2% | -34.9% |
| 3Y | -14.4% | +67.6% | -82.0% | -52.6% |
| 5Y | -41.6% | +50.7% | -92.3% | -64.8% |
| All | -41.5% | +92.6% | -134.1% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling