+295.2%
TEL vs ACM
+131.7%
+163.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.9% |
| 7D | -2.3% | -5.9% | +3.6% | +0.7% |
| 30D | -6.1% | -6.2% | +0.1% | -3.6% |
| 3M | +1.7% | -7.9% | +9.6% | +4.6% |
| 6M | +1.6% | -30.6% | +32.2% | +20.2% |
| YTD | -9.1% | -33.3% | +24.2% | +8.6% |
| 1Y | -1.7% | -49.2% | +47.5% | +35.1% |
| 3Y | +67.3% | -23.5% | +90.8% | +80.7% |
| 5Y | +52.1% | +0.9% | +51.2% | +40.5% |
| All | +295.2% | +131.7% | +163.5% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling