+76.3%
FDX vs TT
+137.3%
-61.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.5% | +0.8% | -0.4% | +0.1% |
| 30D | +9.5% | -11.8% | +21.3% | +14.5% |
| 3M | -1.3% | -11.6% | +10.2% | +2.9% |
| 6M | +5.5% | -9.3% | +14.8% | +8.5% |
| YTD | +38.9% | +8.9% | +30.0% | +32.1% |
| 1Y | +58.8% | -2.2% | +61.0% | +57.6% |
| 3Y | +71.1% | +91.9% | -20.7% | +22.5% |
| 5Y | +76.3% | +136.0% | -59.7% | -3.9% |
| All | +76.3% | +137.3% | -61.0% | -3.9% |
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 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