+75.3%
FDX vs TRGP
+426.9%
-351.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +2.6% |
| 7D | +0.2% | -7.2% | +7.3% | +2.0% |
| 30D | +9.3% | -4.2% | +13.5% | +10.1% |
| 3M | +0.5% | +7.0% | -6.5% | -2.0% |
| 6M | +5.3% | +11.2% | -5.9% | +1.0% |
| YTD | +38.6% | +51.1% | -12.5% | +20.8% |
| 1Y | +53.5% | +62.0% | -8.5% | +30.9% |
| 3Y | +74.2% | +248.2% | -174.0% | +14.4% |
| 5Y | +75.3% | +432.4% | -357.1% | -2.4% |
| All | +75.3% | +426.9% | -351.6% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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