+65.5%
FDX vs TSN
+42.3%
+23.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -1.6% | +4.6% | -6.3% | -2.4% |
| 30D | +6.6% | +15.4% | -8.8% | +4.1% |
| 3M | -2.1% | +2.9% | -5.0% | -2.7% |
| 6M | +2.2% | -10.8% | +12.9% | +4.3% |
| YTD | +33.9% | +4.5% | +29.5% | +30.9% |
| 1Y | +50.2% | +19.5% | +30.7% | +40.5% |
| 3Y | +65.5% | +42.2% | +23.3% | +41.5% |
| All | +65.5% | +42.3% | +23.2% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling