+66.1%
FDX vs TD
+128.3%
-62.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.1% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | +3.8% | +0.4% | +3.4% | +3.5% |
| 3M | -1.3% | +7.6% | -8.9% | -5.1% |
| 6M | +5.0% | +25.0% | -20.0% | -6.2% |
| YTD | +39.6% | +31.0% | +8.6% | +21.8% |
| 1Y | +81.1% | +65.2% | +15.9% | +41.6% |
| All | +66.1% | +128.3% | -62.2% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling