+1,129.4%
FDX vs TTMI
+247.6%
+881.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.9% |
| 7D | +0.5% | -11.5% | +12.0% | +2.0% |
| 30D | +9.5% | -40.3% | +49.8% | +16.7% |
| 3M | -1.3% | -44.5% | +43.1% | +5.6% |
| 6M | +5.5% | -54.1% | +59.6% | +14.7% |
| YTD | +38.9% | +4.7% | +34.2% | +28.2% |
| 1Y | +58.8% | +3.3% | +55.5% | +45.8% |
| 3Y | +71.1% | +407.2% | -336.1% | +15.7% |
| 5Y | +76.3% | +406.5% | -330.2% | +17.0% |
| 10Y | +153.4% | +420.4% | -267.0% | +62.5% |
| All | +1,129.4% | +247.6% | +881.9% | +539.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling