+50.0%
FDX vs TEM
+6.3%
+43.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.4% | -0.9% |
| 7D | +0.8% | +7.8% | -7.0% | +0.5% |
| 30D | +9.9% | +11.2% | -1.4% | +9.4% |
| 3M | -1.9% | +39.0% | -40.9% | -3.9% |
| 6M | +6.1% | +61.6% | -55.6% | +2.5% |
| YTD | +38.8% | +28.5% | +10.3% | +35.2% |
| 1Y | +50.0% | +6.7% | +43.3% | +48.2% |
| All | +50.0% | +6.3% | +43.7% | +48.2% |
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