+145.3%
FDX vs TW
+301.3%
-156.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +5.2% | +3.9% | +1.3% | +4.3% |
| 30D | +11.3% | +19.9% | -8.7% | +7.0% |
| 3M | -4.1% | +25.9% | -30.1% | -8.9% |
| 6M | +9.6% | +21.1% | -11.5% | +4.6% |
| YTD | +40.9% | +23.9% | +17.0% | +32.8% |
| 1Y | +53.0% | +21.2% | +31.8% | +45.0% |
| 3Y | +74.1% | +44.8% | +29.3% | +51.5% |
| 5Y | +75.1% | +41.4% | +33.7% | +50.2% |
| All | +145.3% | +301.3% | -156.1% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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