+712.7%
TEL vs ACM
+212.9%
+499.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | +4.5% | +5.6% | -1.1% | +2.0% |
| 30D | +2.9% | +20.8% | -17.9% | -5.6% |
| 3M | +1.1% | +11.4% | -10.3% | -4.2% |
| 6M | +5.0% | +0.9% | +4.0% | +3.1% |
| YTD | -3.9% | -24.8% | +20.9% | +6.5% |
| 1Y | -7.4% | -46.4% | +39.0% | +19.6% |
| 3Y | +81.0% | -9.2% | +90.2% | +80.9% |
| 5Y | +42.3% | +5.0% | +37.3% | +32.7% |
| 10Y | +284.8% | +130.6% | +154.3% | +140.2% |
| All | +712.7% | +212.9% | +499.8% | +309.9% |
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