+64.4%
FDX vs TRI
-7.1%
+71.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -1.8% |
| 7D | -3.3% | -7.1% | +3.8% | -2.5% |
| 30D | -1.4% | -2.3% | +0.9% | -1.2% |
| 3M | -4.5% | +19.6% | -24.1% | -6.9% |
| 6M | +9.4% | -8.7% | +18.1% | +11.4% |
| YTD | +36.0% | -22.3% | +58.3% | +45.3% |
| 1Y | +75.5% | -40.7% | +116.2% | +104.6% |
| 3Y | +62.8% | -17.8% | +80.6% | +55.3% |
| 5Y | +64.4% | -8.5% | +72.9% | +35.7% |
| All | +64.4% | -7.1% | +71.5% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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