+718.3%
TEL vs ACM
+211.2%
+507.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +5.6% | +5.1% | +0.5% | +3.2% |
| 30D | +0.9% | +18.7% | -17.8% | -6.7% |
| 3M | +2.1% | +15.5% | -13.4% | -4.9% |
| 6M | +2.7% | +1.2% | +1.5% | +0.7% |
| YTD | -3.2% | -25.2% | +22.0% | +7.5% |
| 1Y | -10.6% | -46.3% | +35.7% | +15.4% |
| 3Y | +79.8% | -9.6% | +89.4% | +80.0% |
| 5Y | +43.3% | +4.4% | +38.9% | +33.9% |
| 10Y | +287.5% | +129.3% | +158.2% | +142.5% |
| All | +718.3% | +211.2% | +507.1% | +313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling