+81.1%
FDX vs TEM
-15.5%
+96.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.5% | +0.9% | -3.4% | -2.6% |
| 30D | +3.8% | +38.4% | -34.6% | +1.6% |
| 3M | -1.3% | +23.7% | -25.0% | -3.0% |
| 6M | +5.0% | +26.0% | -21.0% | +2.5% |
| YTD | +39.6% | +9.4% | +30.2% | +37.4% |
| 1Y | +81.1% | -17.3% | +98.4% | +79.4% |
| All | +81.1% | -15.5% | +96.6% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling