+67.1%
FDX vs TCOM
+30.8%
+36.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.5% | -9.5% | +7.0% | -1.5% |
| 30D | +3.8% | -10.7% | +14.5% | +5.0% |
| 3M | -1.3% | -14.6% | +13.3% | +0.1% |
| 6M | +5.0% | -19.3% | +24.3% | +7.2% |
| YTD | +39.6% | -42.9% | +82.6% | +47.9% |
| 1Y | +81.1% | -43.8% | +124.9% | +91.9% |
| 3Y | +63.0% | +2.1% | +60.9% | +55.5% |
| All | +67.1% | +30.8% | +36.3% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling