+50.7%
TEL vs ACM
+4.8%
+45.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.4% |
| 7D | -1.4% | -0.3% | -1.2% | -1.3% |
| 30D | -4.9% | -12.9% | +8.0% | +1.0% |
| 3M | +0.1% | -6.4% | +6.5% | +2.1% |
| 6M | +0.4% | -29.2% | +29.6% | +17.9% |
| YTD | -8.9% | -29.9% | +21.0% | +6.2% |
| 1Y | -0.3% | -47.3% | +47.0% | +36.3% |
| 3Y | +67.6% | -19.6% | +87.2% | +71.5% |
| 5Y | +50.7% | +5.5% | +45.2% | +28.5% |
| All | +50.7% | +4.8% | +45.9% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling