+50.7%
TEL vs ACWI
+67.7%
-17.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.1% |
| 7D | -1.4% | +1.1% | -2.5% | -2.8% |
| 30D | -4.9% | -0.2% | -4.7% | -4.6% |
| 3M | +0.1% | +4.7% | -4.6% | -5.4% |
| 6M | +0.4% | +14.5% | -14.1% | -15.5% |
| YTD | -8.9% | +14.6% | -23.5% | -23.1% |
| 1Y | -0.3% | +21.4% | -21.8% | -21.5% |
| 3Y | +67.6% | +77.6% | -10.0% | -17.5% |
| 5Y | +50.7% | +68.1% | -17.4% | -18.7% |
| All | +50.7% | +67.7% | -17.0% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling