+707.3%
FDX vs TNA
+790.3%
-83.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | +0.4% |
| 7D | +0.8% | +7.7% | -6.9% | -1.5% |
| 30D | +9.9% | -0.7% | +10.6% | +9.5% |
| 3M | -1.9% | -25.4% | +23.5% | +5.8% |
| 6M | +6.1% | -11.8% | +17.9% | +8.0% |
| YTD | +38.8% | +23.9% | +14.9% | +26.2% |
| 1Y | +50.0% | +25.6% | +24.4% | +35.0% |
| 3Y | +71.0% | +137.1% | -66.1% | +15.2% |
| 5Y | +72.5% | -45.4% | +117.9% | +59.9% |
| 10Y | +153.1% | +39.5% | +113.6% | +34.1% |
| All | +707.3% | +790.3% | -83.0% | +33.4% |
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