+65.5%
FDX vs TLN
+538.9%
-473.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.1% | -9.8% | -3.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.7% |
| 30D | +6.6% | -10.5% | +17.1% | +7.1% |
| 3M | -2.1% | +0.1% | -2.2% | -2.4% |
| 6M | +2.2% | -17.4% | +19.6% | +2.8% |
| YTD | +33.9% | -9.7% | +43.6% | +33.7% |
| 1Y | +50.2% | -12.3% | +62.5% | +50.0% |
| 3Y | +65.5% | +528.3% | -462.7% | +27.0% |
| All | +65.5% | +538.9% | -473.4% | +27.0% |
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