+66.7%
TEL vs TAP
-33.0%
+99.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | +1.2% | -5.1% | +6.3% | +1.9% |
| 30D | -4.1% | -8.4% | +4.3% | -3.0% |
| 3M | -2.6% | -3.9% | +1.4% | -2.3% |
| 6M | 0.0% | -14.4% | +14.4% | +2.2% |
| YTD | -9.1% | -14.7% | +5.7% | -7.5% |
| 1Y | -0.8% | -18.7% | +17.8% | +1.8% |
| All | +66.7% | -33.0% | +99.7% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling