+309.3%
TEL vs FDX
+182.5%
+126.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +1.6% | -3.3% | +4.9% | +3.1% |
| 30D | -0.7% | -4.5% | +3.9% | +1.3% |
| 3M | +2.4% | -7.3% | +9.8% | +5.6% |
| 6M | +4.1% | +7.5% | -3.4% | +0.3% |
| YTD | -5.8% | +35.1% | -40.9% | -18.0% |
| 1Y | +0.9% | +71.4% | -70.5% | -21.1% |
| 3Y | +72.6% | +60.8% | +11.8% | +33.4% |
| 5Y | +57.5% | +65.5% | -7.9% | +15.8% |
| All | +309.3% | +182.5% | +126.9% | +117.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling