+63.2%
FDX vs TEM
+90.1%
-26.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.0% | -10.7% | -3.2% |
| 7D | -1.6% | +5.3% | -6.9% | -2.0% |
| 30D | +6.6% | +8.1% | -1.5% | +6.0% |
| 3M | -2.1% | +64.9% | -67.0% | -5.8% |
| 6M | +2.2% | +42.1% | -40.0% | -1.2% |
| YTD | +33.9% | +28.8% | +5.2% | +29.7% |
| 1Y | +50.2% | +5.5% | +44.7% | +47.3% |
| All | +63.2% | +90.1% | -26.9% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling