+81.0%
TEL vs FDX
+74.4%
+6.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | +4.5% | +5.2% | -0.7% | +2.6% |
| 30D | +2.9% | +11.3% | -8.4% | -1.0% |
| 3M | +1.1% | -4.1% | +5.2% | +2.6% |
| 6M | +5.0% | +9.6% | -4.7% | +1.1% |
| YTD | -3.9% | +40.9% | -44.8% | -15.2% |
| 1Y | -7.4% | +53.0% | -60.5% | -20.6% |
| 3Y | +81.0% | +74.1% | +6.9% | +37.5% |
| All | +81.0% | +74.4% | +6.5% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling