+309.3%
TEL vs TAP
-49.9%
+359.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.2% |
| 7D | +1.6% | -3.9% | +5.5% | +2.9% |
| 30D | -0.7% | -5.3% | +4.6% | +0.9% |
| 3M | +2.4% | -3.8% | +6.2% | +3.1% |
| 6M | +4.1% | -11.4% | +15.5% | +7.4% |
| YTD | -5.8% | -13.7% | +7.9% | -2.5% |
| 1Y | +0.9% | -17.2% | +18.1% | +5.4% |
| 3Y | +72.6% | -33.1% | +105.7% | +91.5% |
| 5Y | +57.5% | +0.8% | +56.8% | +46.2% |
| All | +309.3% | -49.9% | +359.2% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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