+5.0%
FDX vs TRGP
+21.5%
-16.5%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.7% |
| 7D | -2.5% | +0.8% | -3.3% | -2.4% |
| 30D | +3.8% | +11.5% | -7.7% | +4.9% |
| 3M | -1.3% | +9.0% | -10.3% | -0.2% |
| 6M | +5.0% | +20.5% | -15.5% | +5.4% |
| All | +5.0% | +21.5% | -16.5% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling