+153.5%
FDX vs TSN
+14.5%
+139.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.8% |
| 7D | +5.2% | -1.4% | +6.6% | +5.7% |
| 30D | +11.3% | +8.5% | +2.8% | +8.2% |
| 3M | -4.1% | +5.3% | -9.4% | -6.1% |
| 6M | +9.6% | -10.5% | +20.1% | +13.2% |
| YTD | +40.9% | +3.0% | +37.9% | +37.0% |
| 1Y | +53.0% | +12.1% | +40.9% | +43.8% |
| 3Y | +74.1% | +43.1% | +31.0% | +46.6% |
| 5Y | +75.1% | -15.1% | +90.2% | +78.9% |
| All | +153.5% | +14.5% | +139.1% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling