+156.3%
FDX vs TPR
+403.1%
-246.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.7% |
| 7D | +0.2% | +12.7% | -12.5% | -3.7% |
| 30D | +9.3% | +17.1% | -7.8% | +3.7% |
| 3M | +0.5% | -15.9% | +16.4% | +4.8% |
| 6M | +5.3% | +2.6% | +2.7% | +2.6% |
| YTD | +38.6% | +7.5% | +31.1% | +32.0% |
| 1Y | +53.5% | +32.9% | +20.6% | +36.0% |
| 3Y | +74.2% | +413.8% | -339.6% | -6.6% |
| 5Y | +75.3% | +263.9% | -188.6% | +2.0% |
| 10Y | +156.3% | +389.7% | -233.5% | +21.5% |
| All | +156.3% | +403.1% | -246.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling