+295.3%
TEL vs ACM
+135.8%
+159.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +1.4% |
| 7D | +1.2% | -3.7% | +4.9% | +3.1% |
| 30D | -4.1% | -12.7% | +8.6% | +1.7% |
| 3M | -2.6% | -9.8% | +7.2% | +1.3% |
| 6M | 0.0% | -31.4% | +31.4% | +19.1% |
| YTD | -9.1% | -32.1% | +23.0% | +7.6% |
| 1Y | -0.8% | -47.8% | +47.0% | +34.4% |
| 3Y | +67.4% | -22.1% | +89.4% | +79.2% |
| 5Y | +51.8% | +1.8% | +50.0% | +39.7% |
| All | +295.3% | +135.8% | +159.5% | +143.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling