+149.2%
FDX vs TMF
-84.4%
+233.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | -1.6% | +1.2% | -2.8% | -1.5% |
| 30D | +6.6% | +19.7% | -13.1% | +8.5% |
| 3M | -2.1% | -2.1% | 0.0% | -2.3% |
| 6M | +2.2% | -13.4% | +15.6% | +0.7% |
| YTD | +33.9% | -16.7% | +50.7% | +31.5% |
| 1Y | +50.2% | -23.3% | +73.6% | +46.1% |
| 3Y | +65.5% | -24.8% | +90.4% | +64.0% |
| 5Y | +74.1% | -88.0% | +162.1% | +25.7% |
| All | +149.2% | -84.4% | +233.6% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling