+51.8%
TEL vs FDX
+63.0%
-11.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | -2.6% | -6.5% | +3.9% | -0.3% |
| 6M | 0.0% | +6.7% | -6.6% | -2.8% |
| YTD | -9.1% | +33.9% | -42.9% | -18.9% |
| 1Y | -0.8% | +72.2% | -73.0% | -19.6% |
| 3Y | +67.4% | +60.2% | +7.1% | +34.4% |
| 5Y | +51.8% | +62.9% | -11.2% | +15.1% |
| All | +51.8% | +63.0% | -11.2% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling