+71.7%
FDX vs TEM
+79.0%
-7.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.7% | +7.2% | +1.8% |
| 7D | +5.2% | -5.9% | +11.0% | +5.5% |
| 30D | +11.3% | +4.8% | +6.5% | +10.8% |
| 3M | -4.1% | +31.9% | -36.0% | -6.5% |
| 6M | +9.6% | +56.0% | -46.3% | +5.4% |
| YTD | +40.9% | +21.3% | +19.6% | +36.9% |
| 1Y | +53.0% | +5.4% | +47.6% | +49.9% |
| All | +71.7% | +79.0% | -7.3% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling