+718.3%
TEL vs FDX
+351.5%
+366.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +5.6% | +0.8% | +4.8% | +5.1% |
| 30D | +0.9% | +9.9% | -9.0% | -4.0% |
| 3M | +2.1% | -1.9% | +4.0% | +2.9% |
| 6M | +2.7% | +6.1% | -3.4% | -1.2% |
| YTD | -3.2% | +38.8% | -42.0% | -19.7% |
| 1Y | -10.6% | +50.0% | -60.6% | -28.9% |
| 3Y | +79.8% | +71.0% | +8.8% | +26.5% |
| 5Y | +43.3% | +72.5% | -29.2% | -4.5% |
| 10Y | +287.5% | +153.1% | +134.4% | +83.5% |
| All | +718.3% | +351.5% | +366.7% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling