+66.7%
TEL vs NTAP
+146.1%
-79.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.5% |
| 7D | +1.2% | +2.2% | -1.0% | +0.6% |
| 30D | -4.1% | -7.0% | +2.9% | -2.2% |
| 3M | -2.6% | +12.3% | -14.9% | -6.2% |
| 6M | 0.0% | +85.1% | -85.1% | -19.3% |
| YTD | -9.1% | +74.8% | -83.8% | -25.4% |
| 1Y | -0.8% | +52.7% | -53.5% | -14.8% |
| All | +66.7% | +146.1% | -79.5% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling