+75.3%
FDX vs TMF
-88.4%
+163.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +0.2% | +0.6% | -0.4% | +0.2% |
| 30D | +9.3% | +16.3% | -7.0% | +9.0% |
| 3M | +0.5% | -2.7% | +3.2% | +0.5% |
| 6M | +5.3% | -13.2% | +18.5% | +5.4% |
| YTD | +38.6% | -16.7% | +55.3% | +38.8% |
| 1Y | +53.5% | -22.7% | +76.3% | +53.7% |
| 3Y | +74.2% | -26.1% | +100.3% | +74.6% |
| 5Y | +75.3% | -88.4% | +163.7% | +55.4% |
| All | +75.3% | -88.4% | +163.7% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling