+133.0%
FDX vs TW
+211.2%
-78.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -4.9% | -0.6% | -4.3% | -4.8% |
| 3M | -6.5% | +3.4% | -9.9% | -7.6% |
| 6M | +6.7% | -18.4% | +25.1% | +11.2% |
| YTD | +33.9% | -3.9% | +37.8% | +33.5% |
| 1Y | +72.2% | -13.3% | +85.5% | +76.0% |
| 3Y | +60.2% | +20.8% | +39.4% | +43.8% |
| 5Y | +62.9% | +20.3% | +42.7% | +43.2% |
| All | +133.0% | +211.2% | -78.2% | +57.1% |
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