+309.3%
TEL vs NTAP
+650.8%
-341.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.5% | -5.0% | +0.2% |
| 7D | +1.6% | +7.4% | -5.8% | -1.3% |
| 30D | -0.7% | -1.4% | +0.7% | -0.3% |
| 3M | +2.4% | +24.6% | -22.1% | -6.8% |
| 6M | +4.1% | +105.9% | -101.8% | -24.8% |
| YTD | -5.8% | +88.5% | -94.3% | -29.8% |
| 1Y | +0.9% | +62.1% | -61.2% | -19.8% |
| 3Y | +72.6% | +169.1% | -96.5% | +5.5% |
| 5Y | +57.5% | +141.9% | -84.3% | -0.7% |
| All | +309.3% | +650.8% | -341.4% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling