+82.2%
TEL vs ACM
-9.6%
+91.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +5.6% | +5.1% | +0.5% | +3.7% |
| 30D | +0.9% | +18.7% | -17.8% | -4.9% |
| 3M | +2.1% | +15.5% | -13.4% | -3.3% |
| 6M | +2.7% | +1.2% | +1.5% | +1.3% |
| YTD | -3.2% | -25.2% | +22.0% | +6.5% |
| 1Y | -10.6% | -46.3% | +35.7% | +15.2% |
| All | +82.2% | -9.6% | +91.8% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling