+294.7%
TEL vs EXPD
+334.2%
-39.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +4.2% |
| 7D | +0.6% | -5.5% | +6.0% | +3.7% |
| 30D | +0.2% | -1.9% | +2.1% | +1.3% |
| 3M | +1.5% | +6.1% | -4.6% | -1.8% |
| 6M | +6.9% | +21.6% | -14.7% | -4.3% |
| YTD | -2.8% | +27.9% | -30.7% | -17.2% |
| 1Y | -8.8% | +39.4% | -48.2% | -26.1% |
| 3Y | +84.3% | +72.7% | +11.6% | +27.6% |
| 5Y | +46.8% | +60.3% | -13.5% | +4.3% |
| 10Y | +294.7% | +332.6% | -37.9% | +59.4% |
| All | +294.7% | +334.2% | -39.4% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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