+2,591.3%
FDX vs TD
+7,879.0%
-5,287.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.2% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | +3.8% | +0.4% | +3.4% | +3.4% |
| 3M | -1.3% | +7.6% | -8.9% | -5.3% |
| 6M | +5.0% | +25.0% | -20.0% | -6.8% |
| YTD | +39.6% | +31.0% | +8.6% | +20.8% |
| 1Y | +81.1% | +65.2% | +15.9% | +38.6% |
| 3Y | +63.0% | +122.5% | -59.5% | +5.5% |
| 5Y | +65.6% | +124.8% | -59.2% | +5.7% |
| 10Y | +183.4% | +298.2% | -114.9% | +33.8% |
| All | +2,591.3% | +7,879.0% | -5,287.7% | +262.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling