+683.8%
TEL vs NTAP
+723.0%
-39.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +3.0% | -0.8% | +3.7% | +3.3% |
| 30D | -3.9% | -0.5% | -3.4% | -4.0% |
| 3M | -5.1% | +4.1% | -9.2% | -7.4% |
| 6M | +0.6% | +88.0% | -87.4% | -25.8% |
| YTD | -7.3% | +75.6% | -82.9% | -30.0% |
| 1Y | +1.1% | +58.9% | -57.8% | -20.3% |
| 3Y | +63.7% | +153.6% | -89.9% | +0.5% |
| 5Y | +50.7% | +127.6% | -77.0% | -4.0% |
| 10Y | +290.2% | +580.4% | -290.2% | +38.4% |
| All | +683.8% | +723.0% | -39.2% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling