+153.4%
FDX vs TCOM
+3.0%
+150.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.5% | +6.5% | -6.1% | -0.7% |
| 30D | +9.5% | +13.3% | -3.8% | +7.1% |
| 3M | -1.3% | -6.5% | +5.1% | -0.3% |
| 6M | +5.5% | -16.3% | +21.9% | +8.3% |
| YTD | +38.9% | -38.7% | +77.6% | +49.9% |
| 1Y | +58.8% | -40.1% | +98.9% | +72.1% |
| 3Y | +71.1% | +30.6% | +40.5% | +51.6% |
| 5Y | +76.3% | +45.8% | +30.5% | +42.2% |
| 10Y | +153.4% | +8.1% | +145.3% | +99.4% |
| All | +153.4% | +3.0% | +150.4% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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