+70.0%
FDX vs TPR
+253.5%
-183.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -1.6% | +14.2% | -15.8% | -5.6% |
| 30D | +6.6% | +17.1% | -10.5% | +1.5% |
| 3M | -2.1% | -17.7% | +15.6% | +2.7% |
| 6M | +2.2% | -10.2% | +12.3% | +3.4% |
| YTD | +33.9% | +4.9% | +29.0% | +28.5% |
| 1Y | +50.2% | +36.1% | +14.1% | +32.1% |
| 3Y | +65.5% | +416.5% | -350.9% | -14.6% |
| All | +70.0% | +253.5% | -183.5% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling