+65.0%
FDX vs TEM
-11.1%
+76.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.8% | +6.4% | +3.7% |
| 7D | +8.1% | -1.3% | +9.5% | +8.1% |
| 30D | +13.9% | -9.5% | +23.4% | +14.2% |
| 3M | +5.5% | +60.7% | -55.2% | +2.7% |
| 6M | +15.1% | +35.5% | -20.3% | +12.6% |
| YTD | +43.2% | +28.0% | +15.1% | +40.0% |
| 1Y | +65.0% | -10.5% | +75.6% | +62.4% |
| All | +65.0% | -11.1% | +76.1% | +62.4% |
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