+51.6%
TEL vs EXPD
+61.6%
-9.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +3.0% | -1.1% | +4.1% | +3.5% |
| 30D | -3.9% | +4.1% | -8.0% | -5.7% |
| 3M | -5.1% | +17.9% | -23.0% | -12.2% |
| 6M | +0.6% | +29.2% | -28.6% | -11.3% |
| YTD | -7.3% | +27.4% | -34.6% | -18.9% |
| 1Y | +1.1% | +56.8% | -55.7% | -21.3% |
| 3Y | +63.7% | +68.0% | -4.4% | +19.9% |
| All | +51.6% | +61.6% | -9.9% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling