+65.7%
FDX vs TEM
+60.7%
+5.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | -3.3% | +3.2% | -6.6% | -3.5% |
| 30D | -1.4% | +23.5% | -24.9% | -3.0% |
| 3M | -4.5% | +32.3% | -36.8% | -6.8% |
| 6M | +9.4% | +23.0% | -13.6% | +6.9% |
| YTD | +36.0% | +8.9% | +27.1% | +33.6% |
| 1Y | +75.5% | -19.9% | +95.4% | +75.2% |
| All | +65.7% | +60.7% | +5.0% | +49.4% |
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