+1,119.3%
FDX vs TDY
+7,529.4%
-6,410.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +5.2% | +4.1% | +1.1% | +4.0% |
| 30D | +11.3% | +5.7% | +5.6% | +9.3% |
| 3M | -4.1% | -4.4% | +0.3% | -3.1% |
| 6M | +9.6% | +1.2% | +8.4% | +8.7% |
| YTD | +40.9% | +26.0% | +14.9% | +31.1% |
| 1Y | +53.0% | +27.4% | +25.7% | +41.9% |
| 3Y | +74.1% | +67.5% | +6.6% | +48.7% |
| 5Y | +75.1% | +44.9% | +30.2% | +54.9% |
| 10Y | +156.9% | +440.9% | -284.0% | +60.4% |
| All | +1,119.3% | +7,529.4% | -6,410.1% | +428.5% |
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