+288.4%
TEL vs ACM
+131.3%
+157.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +5.6% | +5.1% | +0.5% | +2.9% |
| 30D | +0.9% | +18.7% | -17.8% | -7.7% |
| 3M | +2.1% | +15.5% | -13.4% | -6.0% |
| 6M | +2.7% | +1.2% | +1.5% | +0.3% |
| YTD | -3.2% | -25.2% | +22.0% | +9.4% |
| 1Y | -10.6% | -46.3% | +35.7% | +21.2% |
| 3Y | +79.8% | -9.6% | +89.4% | +77.5% |
| 5Y | +43.3% | +4.4% | +38.9% | +29.2% |
| All | +288.4% | +131.3% | +157.1% | +125.9% |
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