+177.0%
FDX vs TDY
+472.2%
-295.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.9% | -1.9% | -2.0% | -3.0% |
| 30D | -3.3% | -12.5% | +9.2% | +3.0% |
| 3M | -2.0% | -0.8% | -1.2% | -1.8% |
| 6M | +8.0% | -9.0% | +17.0% | +12.4% |
| YTD | +35.0% | +16.8% | +18.2% | +23.9% |
| 1Y | +73.7% | +9.5% | +64.2% | +64.0% |
| 3Y | +61.6% | +45.4% | +16.2% | +31.2% |
| 5Y | +65.4% | +37.8% | +27.6% | +35.4% |
| All | +177.0% | +472.2% | -295.2% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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