+677.7%
TEL vs EXPD
+454.7%
+223.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.6% |
| 7D | -2.8% | -7.2% | +4.3% | +1.2% |
| 30D | -4.1% | -3.3% | -0.8% | -2.3% |
| 3M | -3.4% | +3.4% | -6.8% | -5.3% |
| 6M | -3.5% | +22.7% | -26.2% | -14.4% |
| YTD | -8.0% | +24.5% | -32.6% | -20.7% |
| 1Y | -13.7% | +38.6% | -52.4% | -30.0% |
| 3Y | +71.9% | +71.5% | +0.4% | +20.3% |
| 5Y | +40.9% | +56.2% | -15.4% | +2.4% |
| 10Y | +293.3% | +310.5% | -17.1% | +60.6% |
| All | +677.7% | +454.7% | +223.0% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling