+65.8%
FDX vs TPR
+292.1%
-226.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.5% | -2.3% | -0.2% | -2.0% |
| 30D | +3.8% | -23.0% | +26.8% | +9.3% |
| 3M | -1.3% | -12.5% | +11.2% | +0.5% |
| 6M | +5.0% | -21.4% | +26.5% | +9.3% |
| YTD | +39.6% | -3.5% | +43.2% | +38.2% |
| 1Y | +81.1% | +17.4% | +63.8% | +70.1% |
| All | +65.8% | +292.1% | -226.3% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling