+84.3%
TEL vs ACWI
+74.5%
+9.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +2.2% |
| 7D | +0.6% | +0.3% | +0.2% | +0.3% |
| 30D | +0.2% | -2.8% | +3.0% | +4.4% |
| 3M | +1.5% | -3.2% | +4.7% | +6.3% |
| 6M | +6.9% | +1.3% | +5.6% | +5.7% |
| YTD | -2.8% | +11.2% | -14.0% | -14.7% |
| 1Y | -8.8% | +13.8% | -22.5% | -21.9% |
| 3Y | +84.3% | +76.2% | +8.1% | -10.7% |
| All | +84.3% | +74.5% | +9.8% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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