+76.2%
FDX vs TDY
+44.4%
+31.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | +5.2% | +4.1% | +1.1% | +3.3% |
| 30D | +11.3% | +5.7% | +5.6% | +8.0% |
| 3M | -4.1% | -4.4% | +0.3% | -2.5% |
| 6M | +9.6% | +1.2% | +8.4% | +8.0% |
| YTD | +40.9% | +26.0% | +14.9% | +24.2% |
| 1Y | +53.0% | +27.4% | +25.7% | +34.1% |
| 3Y | +74.1% | +67.5% | +6.6% | +31.7% |
| All | +76.2% | +44.4% | +31.8% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling