+156.3%
FDX vs TSN
+13.2%
+143.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +0.2% | +4.9% | -4.7% | -1.4% |
| 30D | +9.3% | +12.1% | -2.8% | +5.1% |
| 3M | +0.5% | +4.1% | -3.6% | -1.2% |
| 6M | +5.3% | -10.9% | +16.2% | +8.9% |
| YTD | +38.6% | +4.8% | +33.8% | +34.0% |
| 1Y | +53.5% | +17.6% | +35.9% | +41.8% |
| 3Y | +74.2% | +43.2% | +31.0% | +47.0% |
| 5Y | +75.3% | -13.9% | +89.1% | +78.2% |
| 10Y | +156.3% | +11.8% | +144.4% | +120.8% |
| All | +156.3% | +13.2% | +143.1% | +120.8% |
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