-8.6%
TEL vs FDX
+65.6%
-74.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -1.2% |
| 7D | -0.5% | +8.1% | -8.6% | -3.5% |
| 30D | +0.6% | +13.9% | -13.3% | -4.5% |
| 3M | +2.0% | +5.5% | -3.6% | -0.5% |
| 6M | +8.1% | +15.1% | -7.0% | +0.7% |
| YTD | -2.2% | +43.2% | -45.3% | -15.5% |
| 1Y | -8.6% | +65.0% | -73.6% | -22.3% |
| All | -8.6% | +65.6% | -74.2% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling