+801.2%
FDX vs TRI
+561.6%
+239.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.9% | +1.7% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | +3.8% | +7.9% | -4.1% | +0.3% |
| 3M | -1.3% | +24.1% | -25.4% | -11.9% |
| 6M | +5.0% | +3.8% | +1.2% | -0.7% |
| YTD | +39.6% | -16.9% | +56.5% | +43.1% |
| 1Y | +81.1% | -38.4% | +119.5% | +113.7% |
| 3Y | +63.0% | -12.2% | +75.3% | +55.9% |
| 5Y | +65.6% | -1.8% | +67.4% | +47.9% |
| 10Y | +183.4% | +207.6% | -24.3% | +38.5% |
| All | +801.2% | +561.6% | +239.6% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling