+79.0%
FDX vs TMF
-87.8%
+166.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.8% |
| 7D | +2.9% | +2.7% | +0.2% | +2.9% |
| 30D | +9.6% | +19.3% | -9.7% | +9.3% |
| 3M | +2.4% | -3.7% | +6.0% | +2.4% |
| 6M | +9.2% | -11.3% | +20.5% | +9.3% |
| YTD | +37.7% | -16.6% | +54.3% | +37.9% |
| 1Y | +56.1% | -21.1% | +77.2% | +56.3% |
| 3Y | +68.9% | -26.8% | +95.8% | +69.3% |
| 5Y | +79.0% | -88.0% | +167.0% | +60.7% |
| All | +79.0% | -87.8% | +166.8% | +60.7% |
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