+81.1%
FDX vs TTMI
+171.3%
-90.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.8% | -9.4% | -1.3% |
| 7D | -2.5% | +5.9% | -8.4% | -3.0% |
| 30D | +3.8% | -4.3% | +8.1% | +4.0% |
| 3M | -1.3% | -32.0% | +30.7% | +1.8% |
| 6M | +5.0% | +19.5% | -14.4% | +1.9% |
| YTD | +39.6% | +82.0% | -42.4% | +32.3% |
| 1Y | +81.1% | +172.6% | -91.5% | +69.1% |
| All | +81.1% | +171.3% | -90.1% | +69.1% |
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