+805.1%
FDX vs TRI
+581.4%
+223.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -2.1% | -7.2% | +5.1% | +0.8% |
| 30D | +10.4% | +4.4% | +6.0% | +7.7% |
| 3M | +0.5% | +4.5% | -4.0% | -2.8% |
| 6M | +6.5% | +23.7% | -17.2% | -6.8% |
| YTD | +40.2% | -14.4% | +54.6% | +40.3% |
| 1Y | +52.1% | -17.4% | +69.5% | +54.7% |
| 3Y | +72.8% | -11.0% | +83.8% | +62.9% |
| 5Y | +76.3% | +0.7% | +75.6% | +54.2% |
| 10Y | +155.7% | +224.0% | -68.3% | +20.8% |
| All | +805.1% | +581.4% | +223.7% | +155.9% |
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