+67.1%
FDX vs TTMI
+804.2%
-737.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.8% | -9.4% | -2.1% |
| 7D | -2.5% | +5.9% | -8.4% | -3.6% |
| 30D | +3.8% | -4.3% | +8.1% | +4.1% |
| 3M | -1.3% | -32.0% | +30.7% | +4.3% |
| 6M | +5.0% | +19.5% | -14.4% | -2.8% |
| YTD | +39.6% | +82.0% | -42.4% | +16.4% |
| 1Y | +81.1% | +172.6% | -91.5% | +33.7% |
| 3Y | +63.0% | +744.7% | -681.6% | -15.3% |
| All | +67.1% | +804.2% | -737.1% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling