+683.8%
TEL vs TAP
+40.3%
+643.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +3.0% | -2.3% | +5.3% | +3.8% |
| 30D | -3.9% | -2.1% | -1.8% | -3.4% |
| 3M | -5.1% | +6.6% | -11.7% | -8.3% |
| 6M | +0.6% | -11.5% | +12.1% | +4.5% |
| YTD | -7.3% | -10.3% | +3.0% | -4.9% |
| 1Y | +1.1% | -14.4% | +15.5% | +5.2% |
| 3Y | +63.7% | -28.3% | +92.0% | +79.4% |
| 5Y | +50.7% | +1.7% | +49.0% | +38.1% |
| 10Y | +290.2% | -49.2% | +339.4% | +353.5% |
| All | +683.8% | +40.3% | +643.5% | +368.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling