+1,062.1%
FDX vs TPR
+8,117.6%
-7,055.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.1% | -10.9% | -6.0% |
| 7D | +2.9% | +13.9% | -10.9% | -1.4% |
| 30D | +9.6% | +14.9% | -5.3% | +4.6% |
| 3M | +2.4% | -15.4% | +17.7% | +6.5% |
| 6M | +9.2% | -4.5% | +13.7% | +8.6% |
| YTD | +37.7% | +6.0% | +31.7% | +32.0% |
| 1Y | +56.1% | +24.3% | +31.8% | +41.5% |
| 3Y | +68.9% | +412.8% | -343.9% | -6.4% |
| 5Y | +79.0% | +258.4% | -179.5% | +7.8% |
| 10Y | +163.9% | +396.8% | -232.9% | +26.1% |
| All | +1,062.1% | +8,117.6% | -7,055.5% | +144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling