+183.3%
FDX vs TD
+300.1%
-116.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.0% |
| 7D | -3.3% | +0.9% | -4.2% | -3.8% |
| 30D | -1.4% | -0.7% | -0.7% | -1.1% |
| 3M | -4.5% | +6.3% | -10.8% | -8.4% |
| 6M | +9.4% | +27.9% | -18.5% | -6.8% |
| YTD | +36.0% | +29.8% | +6.2% | +14.7% |
| 1Y | +75.5% | +63.7% | +11.9% | +27.7% |
| 3Y | +62.8% | +128.3% | -65.5% | -5.8% |
| 5Y | +64.4% | +125.5% | -61.1% | -5.8% |
| All | +183.3% | +300.1% | -116.8% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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