+141.3%
FDX vs TW
+287.8%
-146.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +0.2% | +3.4% | -3.2% | -0.5% |
| 30D | +9.3% | +15.5% | -6.2% | +5.9% |
| 3M | +0.5% | +25.1% | -24.7% | -4.4% |
| 6M | +5.3% | +18.2% | -12.9% | +1.0% |
| YTD | +38.6% | +19.7% | +18.9% | +31.6% |
| 1Y | +53.5% | +18.1% | +35.4% | +46.3% |
| 3Y | +74.2% | +40.5% | +33.7% | +52.5% |
| 5Y | +75.3% | +37.1% | +38.2% | +51.3% |
| All | +141.3% | +287.8% | -146.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling