+175.5%
FDX vs TT
+899.5%
-724.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -3.3% | +1.6% | -4.9% | -4.0% |
| 30D | -1.4% | -7.3% | +5.9% | +2.2% |
| 3M | -4.5% | -2.6% | -1.9% | -3.7% |
| 6M | +9.4% | +5.9% | +3.5% | +5.5% |
| YTD | +36.0% | +15.4% | +20.6% | +25.1% |
| 1Y | +75.5% | +8.2% | +67.3% | +65.9% |
| 3Y | +62.8% | +122.7% | -59.9% | +1.4% |
| 5Y | +64.4% | +145.0% | -80.6% | -5.5% |
| 10Y | +175.5% | +893.7% | -718.3% | -28.1% |
| All | +175.5% | +899.5% | -724.1% | -28.1% |
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