+66.7%
TEL vs FDX
+59.1%
+7.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | +1.2% | -2.3% | +3.5% | +2.1% |
| 30D | -4.1% | -4.9% | +0.8% | -2.4% |
| 3M | -2.6% | -6.5% | +3.9% | -0.4% |
| 6M | 0.0% | +6.7% | -6.6% | -2.7% |
| YTD | -9.1% | +33.9% | -42.9% | -18.3% |
| 1Y | -0.8% | +72.2% | -73.0% | -18.4% |
| All | +66.7% | +59.1% | +7.6% | +33.1% |
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