+70.9%
FDX vs TEM
+98.6%
-27.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -2.1% | +5.1% | -7.1% | -2.4% |
| 30D | +10.4% | +16.8% | -6.4% | +9.2% |
| 3M | +0.5% | +42.6% | -42.2% | -2.4% |
| 6M | +6.5% | +63.9% | -57.4% | +2.1% |
| YTD | +40.2% | +34.5% | +5.7% | +35.5% |
| 1Y | +52.1% | +11.0% | +41.1% | +48.6% |
| All | +70.9% | +98.6% | -27.7% | +51.4% |
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 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