+141.7%
FDX vs TW
+291.9%
-150.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +0.5% | +3.1% | -2.7% | -0.2% |
| 30D | +9.5% | +16.7% | -7.2% | +5.9% |
| 3M | -1.3% | +25.2% | -26.5% | -6.1% |
| 6M | +5.5% | +19.5% | -13.9% | +0.9% |
| YTD | +38.9% | +21.0% | +17.9% | +31.6% |
| 1Y | +58.8% | +19.0% | +39.9% | +51.1% |
| 3Y | +71.1% | +40.7% | +30.4% | +49.9% |
| 5Y | +76.3% | +40.1% | +36.2% | +51.3% |
| All | +141.7% | +291.9% | -150.2% | +54.9% |
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