+74.9%
FDX vs TTMI
+175.6%
-100.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -2.9% |
| 7D | -3.3% | +12.2% | -15.5% | -4.3% |
| 30D | -1.4% | -5.7% | +4.3% | -1.0% |
| 3M | -4.5% | -27.5% | +23.0% | -2.1% |
| 6M | +9.4% | +47.1% | -37.7% | +4.6% |
| YTD | +36.0% | +87.5% | -51.5% | +28.7% |
| All | +74.9% | +175.6% | -100.7% | +62.2% |
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