+423.0%
FDX vs TRGP
+2,231.3%
-1,808.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | +3.8% | +11.5% | -7.7% | +1.3% |
| 3M | -1.3% | +9.0% | -10.3% | -3.4% |
| 6M | +5.0% | +20.5% | -15.5% | +0.3% |
| YTD | +39.6% | +59.5% | -19.9% | +25.6% |
| 1Y | +81.1% | +77.9% | +3.2% | +58.7% |
| 3Y | +63.0% | +253.6% | -190.5% | +22.3% |
| 5Y | +65.6% | +615.5% | -549.9% | +6.4% |
| 10Y | +183.4% | +897.1% | -713.8% | +47.7% |
| All | +423.0% | +2,231.3% | -1,808.3% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling