+4,029.2%
FDX vs TT
+14,127.6%
-10,098.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.6% | -2.0% |
| 7D | +2.9% | -9.0% | +11.9% | +6.9% |
| 30D | +9.6% | -17.6% | +27.2% | +18.4% |
| 3M | +2.4% | -18.7% | +21.0% | +10.9% |
| 6M | +9.2% | -17.4% | +26.6% | +17.1% |
| YTD | +37.7% | +1.5% | +36.2% | +34.7% |
| 1Y | +56.1% | -9.4% | +65.5% | +59.9% |
| 3Y | +68.9% | +85.1% | -16.1% | +25.4% |
| 5Y | +79.0% | +125.7% | -46.8% | +20.0% |
| 10Y | +163.9% | +757.3% | -593.4% | 0.0% |
| All | +4,029.2% | +14,127.6% | -10,098.4% | +376.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling