-10.6%
TEL vs ACM
-46.1%
+35.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +5.6% | +5.1% | +0.5% | +4.5% |
| 30D | +0.9% | +18.7% | -17.8% | -2.4% |
| 3M | +2.1% | +15.5% | -13.4% | -1.1% |
| 6M | +2.7% | +1.2% | +1.5% | +1.8% |
| YTD | -3.2% | -25.2% | +22.0% | +1.6% |
| 1Y | -10.6% | -46.3% | +35.7% | +0.5% |
| All | -10.6% | -46.1% | +35.5% | +0.5% |
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