+715.8%
FDX vs TNA
+836.4%
-120.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.2% |
| 7D | -2.1% | -2.1% | +0.1% | -1.8% |
| 30D | +10.4% | +3.1% | +7.3% | +8.8% |
| 3M | +0.5% | -20.2% | +20.6% | +6.3% |
| 6M | +6.5% | -10.0% | +16.5% | +7.8% |
| YTD | +40.2% | +30.3% | +9.9% | +25.7% |
| 1Y | +52.1% | +31.1% | +21.0% | +35.3% |
| 3Y | +72.8% | +149.4% | -76.5% | +14.7% |
| 5Y | +76.3% | -42.5% | +118.7% | +61.0% |
| 10Y | +155.7% | +46.7% | +109.1% | +33.6% |
| All | +715.8% | +836.4% | -120.6% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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