+1,108.5%
FDX vs TDY
+7,137.3%
-6,028.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | -2.5% | -1.8% | -0.7% | -2.0% |
| 30D | +3.8% | -10.7% | +14.5% | +7.1% |
| 3M | -1.3% | -1.3% | 0.0% | -1.1% |
| 6M | +5.0% | -10.6% | +15.6% | +8.2% |
| YTD | +39.6% | +19.6% | +20.1% | +32.2% |
| 1Y | +81.1% | +11.6% | +69.5% | +74.6% |
| 3Y | +63.0% | +45.2% | +17.8% | +45.3% |
| 5Y | +65.6% | +36.1% | +29.5% | +49.3% |
| 10Y | +183.4% | +458.8% | -275.5% | +76.2% |
| All | +1,108.5% | +7,137.3% | -6,028.8% | +433.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling