+58.8%
FDX vs TW
+19.2%
+39.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.3% |
| 7D | +0.5% | +3.1% | -2.7% | +0.7% |
| 30D | +9.5% | +16.7% | -7.2% | +11.1% |
| 3M | -1.3% | +25.2% | -26.5% | +0.9% |
| 6M | +5.5% | +19.5% | -13.9% | +9.3% |
| YTD | +38.9% | +21.0% | +17.9% | +45.4% |
| 1Y | +58.8% | +19.0% | +39.9% | +67.7% |
| All | +58.8% | +19.2% | +39.6% | +67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling