+175.5%
FDX vs TTMI
+1,093.3%
-917.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.3% |
| 7D | -3.3% | +12.2% | -15.5% | -6.0% |
| 30D | -1.4% | -5.7% | +4.3% | -0.7% |
| 3M | -4.5% | -27.5% | +23.0% | +0.8% |
| 6M | +9.4% | +47.1% | -37.7% | -6.1% |
| YTD | +36.0% | +87.5% | -51.5% | +7.2% |
| 1Y | +75.5% | +175.2% | -99.7% | +20.6% |
| 3Y | +62.8% | +901.9% | -839.1% | -28.7% |
| 5Y | +64.4% | +843.5% | -779.1% | -29.6% |
| 10Y | +175.5% | +1,077.0% | -901.5% | +7.9% |
| All | +175.5% | +1,093.3% | -917.8% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling