+2,571.1%
FDX vs TD
+8,106.9%
-5,535.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.7% |
| 7D | +0.2% | -0.6% | +0.8% | +0.6% |
| 30D | +9.3% | +7.9% | +1.4% | +5.0% |
| 3M | +0.5% | +3.1% | -2.6% | -1.3% |
| 6M | +5.3% | +17.2% | -11.9% | -3.5% |
| YTD | +38.6% | +34.7% | +3.8% | +18.0% |
| 1Y | +53.5% | +56.9% | -3.4% | +20.6% |
| 3Y | +74.2% | +134.7% | -60.5% | +9.8% |
| 5Y | +75.3% | +104.8% | -29.5% | +17.5% |
| 10Y | +156.3% | +305.8% | -149.6% | +19.7% |
| All | +2,571.1% | +8,106.9% | -5,535.8% | +253.9% |
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