+73.3%
FDX vs TLN
+585.4%
-512.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +0.7% |
| 7D | -2.1% | +15.9% | -17.9% | -2.8% |
| 30D | +10.4% | -0.3% | +10.7% | +10.3% |
| 3M | +0.5% | +5.8% | -5.4% | -0.1% |
| 6M | +6.5% | -1.2% | +7.7% | +6.1% |
| YTD | +40.2% | +1.0% | +39.2% | +39.1% |
| 1Y | +52.1% | +1.1% | +51.0% | +50.8% |
| All | +73.3% | +585.4% | -512.2% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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