+41.6%
TEL vs EXPD
+55.6%
-14.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.4% |
| 7D | -2.8% | -7.2% | +4.3% | +0.6% |
| 30D | -4.1% | -3.3% | -0.8% | -2.6% |
| 3M | -3.4% | +3.4% | -6.8% | -5.0% |
| 6M | -3.5% | +22.7% | -26.2% | -12.7% |
| YTD | -8.0% | +24.5% | -32.6% | -18.9% |
| 1Y | -13.7% | +38.6% | -52.4% | -28.2% |
| 3Y | +71.9% | +71.5% | +0.4% | +22.9% |
| All | +41.6% | +55.6% | -14.0% | +3.4% |
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