+153.5%
FDX vs TT
+725.1%
-571.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.2% |
| 7D | +5.2% | +4.0% | +1.2% | +3.2% |
| 30D | +11.3% | -11.3% | +22.6% | +17.2% |
| 3M | -4.1% | -12.3% | +8.2% | +1.4% |
| 6M | +9.6% | -10.8% | +20.5% | +14.4% |
| YTD | +40.9% | +8.2% | +32.7% | +32.7% |
| 1Y | +53.0% | +1.5% | +51.6% | +48.6% |
| 3Y | +74.1% | +91.5% | -17.4% | +17.0% |
| 5Y | +75.1% | +130.2% | -55.1% | +2.7% |
| All | +153.5% | +725.1% | -571.5% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling