+68.9%
FDX vs TEM
+111.1%
-42.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.0% | -7.6% | +2.8% |
| 7D | +0.2% | +7.6% | -7.4% | -0.3% |
| 30D | +9.3% | +19.0% | -9.7% | +8.0% |
| 3M | +0.5% | +62.2% | -61.8% | -3.2% |
| 6M | +5.3% | +69.4% | -64.0% | +0.8% |
| YTD | +38.6% | +43.0% | -4.4% | +33.4% |
| 1Y | +53.5% | +18.0% | +35.5% | +49.5% |
| All | +68.9% | +111.1% | -42.2% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling