+153.4%
FDX vs TXT
+103.6%
+49.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.6% |
| 7D | +0.5% | -1.1% | +1.5% | +1.0% |
| 30D | +9.5% | +17.1% | -7.6% | +0.7% |
| 3M | -1.3% | -2.6% | +1.3% | -0.6% |
| 6M | +5.5% | -4.6% | +10.1% | +6.6% |
| YTD | +38.9% | -0.3% | +39.2% | +36.8% |
| 1Y | +58.8% | +5.9% | +52.9% | +51.6% |
| 3Y | +71.1% | +14.4% | +56.8% | +54.6% |
| 5Y | +76.3% | +15.9% | +60.4% | +55.5% |
| 10Y | +153.4% | +99.6% | +53.8% | +70.2% |
| All | +153.4% | +103.6% | +49.8% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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