-1.7%
TEL vs ACM
-48.9%
+47.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.3% |
| 7D | -2.3% | -5.9% | +3.6% | -1.1% |
| 30D | -6.1% | -6.2% | +0.1% | -5.0% |
| 3M | +1.7% | -7.9% | +9.6% | +2.9% |
| 6M | +1.6% | -30.6% | +32.2% | +10.1% |
| YTD | -9.1% | -33.3% | +24.2% | -1.1% |
| 1Y | -1.7% | -49.2% | +47.5% | +14.8% |
| All | -1.7% | -48.9% | +47.2% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling