+802.9%
FDX vs TMF
-68.9%
+871.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.5% |
| 7D | -2.5% | -1.4% | -1.1% | -2.7% |
| 30D | +3.8% | -2.8% | +6.6% | +3.4% |
| 3M | -1.3% | -10.9% | +9.6% | -2.9% |
| 6M | +5.0% | -21.3% | +26.3% | +1.4% |
| YTD | +39.6% | -15.9% | +55.5% | +36.2% |
| 1Y | +81.1% | -15.7% | +96.9% | +77.0% |
| 3Y | +63.0% | -43.4% | +106.4% | +53.0% |
| 5Y | +65.6% | -87.8% | +153.4% | +19.4% |
| 10Y | +183.4% | -86.7% | +270.1% | +131.6% |
| All | +802.9% | -68.9% | +871.7% | +947.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling