+65.5%
FDX vs TCOM
+30.2%
+35.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.8% |
| 7D | -1.6% | +12.1% | -13.7% | -2.2% |
| 30D | +6.6% | +16.5% | -9.9% | +5.9% |
| 3M | -2.1% | -4.0% | +2.0% | -2.0% |
| 6M | +2.2% | -18.5% | +20.7% | +3.2% |
| YTD | +33.9% | -38.3% | +72.2% | +37.2% |
| 1Y | +50.2% | -36.6% | +86.8% | +53.5% |
| 3Y | +65.5% | +31.1% | +34.4% | +62.0% |
| All | +65.5% | +30.2% | +35.3% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling