+74.2%
FDX vs TT
+94.8%
-20.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +2.1% |
| 7D | +0.2% | +1.7% | -1.6% | -0.4% |
| 30D | +9.3% | -11.8% | +21.1% | +13.3% |
| 3M | +0.5% | -12.6% | +13.1% | +4.3% |
| 6M | +5.3% | -9.4% | +14.7% | +7.8% |
| YTD | +38.6% | +8.8% | +29.8% | +33.4% |
| 1Y | +53.5% | -2.5% | +56.1% | +53.0% |
| 3Y | +74.2% | +95.7% | -21.4% | +26.5% |
| All | +74.2% | +94.8% | -20.6% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling