+52.1%
FDX vs TT
-0.9%
+53.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -2.1% | +3.5% | -5.6% | -3.0% |
| 30D | +10.4% | -11.0% | +21.4% | +13.9% |
| 3M | +0.5% | -12.0% | +12.5% | +3.9% |
| 6M | +6.5% | -10.4% | +16.9% | +9.4% |
| YTD | +40.2% | +9.9% | +30.3% | +36.4% |
| 1Y | +52.1% | +1.5% | +50.6% | +53.4% |
| All | +52.1% | -0.9% | +53.0% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling