+155.7%
FDX vs TMF
-81.8%
+237.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.1% | -3.4% | +1.3% | -2.4% |
| 30D | +10.4% | +11.5% | -1.1% | +11.6% |
| 3M | +0.5% | -4.5% | +5.0% | 0.0% |
| 6M | +6.5% | -15.0% | +21.5% | +4.7% |
| YTD | +40.2% | -19.9% | +60.1% | +37.2% |
| 1Y | +52.1% | -26.6% | +78.7% | +47.3% |
| 3Y | +72.8% | -29.8% | +102.7% | +69.7% |
| 5Y | +76.3% | -88.2% | +164.5% | +27.0% |
| 10Y | +155.7% | -81.4% | +237.1% | +129.1% |
| All | +155.7% | -81.8% | +237.5% | +129.1% |
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