+65.0%
FDX vs TTMI
+9.6%
+55.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -10.1% | +13.7% | +4.0% |
| 7D | +8.1% | -19.2% | +27.3% | +9.2% |
| 30D | +13.9% | -44.9% | +58.8% | +17.5% |
| 3M | +5.5% | -44.7% | +50.3% | +8.6% |
| 6M | +15.1% | -53.4% | +68.5% | +19.6% |
| YTD | +43.2% | +6.3% | +36.8% | +40.8% |
| 1Y | +65.0% | +10.7% | +54.4% | +62.4% |
| All | +65.0% | +9.6% | +55.4% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling