+65.8%
FDX vs TSN
+8.7%
+57.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.5% | -6.3% | +3.8% | -1.6% |
| 30D | +3.8% | -10.8% | +14.6% | +5.7% |
| 3M | -1.3% | -8.8% | +7.5% | -0.1% |
| 6M | +5.0% | -16.8% | +21.8% | +7.9% |
| YTD | +39.6% | -10.0% | +49.6% | +40.0% |
| 1Y | +81.1% | -5.3% | +86.4% | +78.4% |
| All | +65.8% | +8.7% | +57.1% | +46.6% |
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