+288.6%
TEL vs EXPD
+308.0%
-19.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -0.9% |
| 7D | -1.4% | -0.9% | -0.5% | -0.9% |
| 30D | -4.9% | +4.1% | -8.9% | -7.0% |
| 3M | +0.1% | +13.8% | -13.7% | -6.9% |
| 6M | +0.4% | +27.3% | -26.9% | -12.8% |
| YTD | -8.9% | +25.4% | -34.4% | -21.5% |
| 1Y | -0.3% | +54.4% | -54.7% | -24.6% |
| 3Y | +67.6% | +67.9% | -0.3% | +17.9% |
| 5Y | +50.7% | +59.2% | -8.5% | +6.9% |
| 10Y | +288.6% | +308.6% | -19.9% | +60.9% |
| All | +288.6% | +308.0% | -19.4% | +60.9% |
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