+72.2%
FDX vs TSN
-3.8%
+76.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.7% |
| 7D | -2.3% | -7.3% | +5.0% | -2.9% |
| 30D | -4.9% | -8.6% | +3.7% | -5.5% |
| 3M | -6.5% | -7.5% | +1.1% | -6.8% |
| 6M | +6.7% | -14.1% | +20.8% | +5.7% |
| YTD | +33.9% | -9.4% | +43.3% | +32.6% |
| 1Y | +72.2% | -4.1% | +76.3% | +71.4% |
| All | +72.2% | -3.8% | +76.0% | +71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling