+156.3%
FDX vs TTMI
+476.8%
-320.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +13.3% | -9.8% | +0.6% |
| 7D | +0.2% | -1.6% | +1.8% | -0.2% |
| 30D | +9.3% | -37.7% | +47.0% | +18.0% |
| 3M | +0.5% | -45.1% | +45.6% | +10.4% |
| 6M | +5.3% | -52.1% | +57.4% | +16.7% |
| YTD | +38.6% | +9.2% | +29.4% | +18.4% |
| 1Y | +53.5% | +12.9% | +40.6% | +27.8% |
| 3Y | +74.2% | +445.5% | -371.3% | -16.8% |
| 5Y | +75.3% | +427.9% | -352.6% | -19.4% |
| 10Y | +156.3% | +449.9% | -293.6% | +7.6% |
| All | +156.3% | +476.8% | -320.5% | +7.6% |
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