+70.0%
FDX vs TT
+129.2%
-59.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.6% |
| 7D | -1.6% | -2.0% | +0.4% | -0.9% |
| 30D | +6.6% | -14.0% | +20.6% | +12.5% |
| 3M | -2.1% | -15.9% | +13.8% | +4.0% |
| 6M | +2.2% | -17.3% | +19.5% | +8.9% |
| YTD | +33.9% | +4.0% | +30.0% | +29.6% |
| 1Y | +50.2% | -7.1% | +57.3% | +52.0% |
| 3Y | +65.5% | +90.2% | -24.7% | +18.4% |
| All | +70.0% | +129.2% | -59.2% | -6.8% |
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