+153.4%
FDX vs TT
+744.7%
-591.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.5% | +0.8% | -0.4% | 0.0% |
| 30D | +9.5% | -11.8% | +21.3% | +15.7% |
| 3M | -1.3% | -11.6% | +10.2% | +3.9% |
| 6M | +5.5% | -9.3% | +14.8% | +9.2% |
| YTD | +38.9% | +8.9% | +30.0% | +30.4% |
| 1Y | +58.8% | -2.2% | +61.0% | +57.0% |
| 3Y | +71.1% | +91.9% | -20.7% | +15.0% |
| 5Y | +76.3% | +136.0% | -59.7% | +2.1% |
| 10Y | +153.4% | +734.7% | -581.3% | -30.9% |
| All | +153.4% | +744.7% | -591.2% | -30.9% |
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