+70.0%
FDX vs TW
+37.3%
+32.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.7% |
| 7D | -1.6% | +4.2% | -5.9% | -2.1% |
| 30D | +6.6% | +18.9% | -12.3% | +4.5% |
| 3M | -2.1% | +23.8% | -25.9% | -4.4% |
| 6M | +2.2% | +17.0% | -14.9% | +0.4% |
| YTD | +33.9% | +19.2% | +14.7% | +30.7% |
| 1Y | +50.2% | +20.1% | +30.1% | +46.4% |
| 3Y | +65.5% | +40.5% | +25.0% | +49.8% |
| All | +70.0% | +37.3% | +32.7% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling