+153.5%
FDX vs TMF
-82.1%
+235.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.4% |
| 7D | +5.2% | -9.3% | +14.5% | +4.2% |
| 30D | +11.3% | +1.9% | +9.3% | +11.5% |
| 3M | -4.1% | -11.2% | +7.1% | -5.2% |
| 6M | +9.6% | -17.7% | +27.4% | +7.6% |
| YTD | +40.9% | -24.5% | +65.4% | +37.0% |
| 1Y | +53.0% | -29.4% | +82.5% | +47.7% |
| 3Y | +74.1% | -33.4% | +107.5% | +70.2% |
| 5Y | +75.1% | -88.7% | +163.8% | +25.9% |
| All | +153.5% | -82.1% | +235.6% | +126.2% |
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