+175.5%
FDX vs TSN
-9.5%
+185.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.2% |
| 7D | -3.3% | -5.0% | +1.7% | -1.8% |
| 30D | -1.4% | -9.1% | +7.7% | +1.5% |
| 3M | -4.5% | -7.4% | +2.9% | -2.6% |
| 6M | +9.4% | -13.4% | +22.8% | +13.3% |
| YTD | +36.0% | -8.5% | +44.5% | +37.7% |
| 1Y | +75.5% | -3.2% | +78.7% | +73.5% |
| 3Y | +62.8% | +11.5% | +51.3% | +50.3% |
| 5Y | +64.4% | -19.5% | +83.9% | +70.4% |
| 10Y | +175.5% | -9.1% | +184.6% | +154.4% |
| All | +175.5% | -9.5% | +185.0% | +154.4% |
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