+66.1%
FDX vs TW
+26.6%
+39.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.5% |
| 7D | -2.5% | -2.3% | -0.2% | -2.6% |
| 30D | +3.8% | +3.9% | -0.1% | +3.9% |
| 3M | -1.3% | +5.7% | -7.0% | -0.8% |
| 6M | +5.0% | -14.5% | +19.5% | +6.1% |
| YTD | +39.6% | -0.9% | +40.5% | +40.4% |
| 1Y | +81.1% | -13.5% | +94.6% | +82.9% |
| All | +66.1% | +26.6% | +39.5% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling