+598.3%
FDX vs TCOM
+2,694.8%
-2,096.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.5% | -9.5% | +7.0% | -0.9% |
| 30D | +3.8% | -10.7% | +14.5% | +5.8% |
| 3M | -1.3% | -14.6% | +13.3% | +0.9% |
| 6M | +5.0% | -19.3% | +24.3% | +8.4% |
| YTD | +39.6% | -42.9% | +82.6% | +52.3% |
| 1Y | +81.1% | -43.8% | +124.9% | +97.7% |
| 3Y | +63.0% | +2.1% | +60.9% | +54.2% |
| 5Y | +65.6% | +31.2% | +34.4% | +41.1% |
| 10Y | +183.4% | -13.9% | +197.3% | +147.8% |
| All | +598.3% | +2,694.8% | -2,096.5% | +230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling