+70.0%
FDX vs TSN
-14.6%
+84.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -1.6% | +4.6% | -6.3% | -2.9% |
| 30D | +6.6% | +15.4% | -8.8% | +2.5% |
| 3M | -2.1% | +2.9% | -5.0% | -3.0% |
| 6M | +2.2% | -10.8% | +12.9% | +5.3% |
| YTD | +33.9% | +4.5% | +29.5% | +30.1% |
| 1Y | +50.2% | +19.5% | +30.7% | +38.6% |
| 3Y | +65.5% | +42.2% | +23.3% | +40.1% |
| All | +70.0% | -14.6% | +84.6% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling