+67.1%
FDX vs TT
+140.2%
-73.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | +3.8% | -7.4% | +11.2% | +6.9% |
| 3M | -1.3% | -3.2% | +1.9% | -0.3% |
| 6M | +5.0% | +1.1% | +3.9% | +4.0% |
| YTD | +39.6% | +15.6% | +24.0% | +30.6% |
| 1Y | +81.1% | +9.2% | +72.0% | +72.7% |
| 3Y | +63.0% | +124.4% | -61.3% | +9.6% |
| All | +67.1% | +140.2% | -73.0% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling