+74.2%
FDX vs TTMI
+433.5%
-359.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +13.3% | -9.8% | +2.0% |
| 7D | +0.2% | -1.6% | +1.8% | 0.0% |
| 30D | +9.3% | -37.7% | +47.0% | +14.0% |
| 3M | +0.5% | -45.1% | +45.6% | +6.0% |
| 6M | +5.3% | -52.1% | +57.4% | +11.8% |
| YTD | +38.6% | +9.2% | +29.4% | +25.6% |
| 1Y | +53.5% | +12.9% | +40.6% | +36.9% |
| 3Y | +74.2% | +445.5% | -371.3% | +3.0% |
| All | +74.2% | +433.5% | -359.3% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling