+76.2%
FDX vs TSN
-14.8%
+91.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.7% |
| 7D | +5.2% | -1.4% | +6.6% | +5.6% |
| 30D | +11.3% | +8.5% | +2.8% | +8.8% |
| 3M | -4.1% | +5.3% | -9.4% | -5.7% |
| 6M | +9.6% | -10.5% | +20.1% | +12.8% |
| YTD | +40.9% | +3.0% | +37.9% | +37.3% |
| 1Y | +53.0% | +12.1% | +40.9% | +44.3% |
| 3Y | +74.1% | +43.1% | +31.0% | +46.3% |
| All | +76.2% | -14.8% | +91.0% | +87.4% |
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