+3,916.3%
FDX vs TSN
+1,049.6%
+2,866.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -1.6% | +4.6% | -6.3% | -2.7% |
| 30D | +6.6% | +15.4% | -8.8% | +3.0% |
| 3M | -2.1% | +2.9% | -5.0% | -2.9% |
| 6M | +2.2% | -10.8% | +12.9% | +4.4% |
| YTD | +33.9% | +4.5% | +29.5% | +31.2% |
| 1Y | +50.2% | +19.5% | +30.7% | +42.3% |
| 3Y | +65.5% | +42.2% | +23.3% | +49.4% |
| 5Y | +74.1% | -14.2% | +88.3% | +75.9% |
| 10Y | +156.7% | +15.4% | +141.3% | +136.1% |
| All | +3,916.3% | +1,049.6% | +2,866.8% | +1,851.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling