+183.9%
FDX vs TXT
+97.6%
+86.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.5% | -4.8% | +2.3% | -0.1% |
| 30D | +3.8% | -10.6% | +14.4% | +9.7% |
| 3M | -1.3% | -13.2% | +11.9% | +5.3% |
| 6M | +5.0% | -20.3% | +25.4% | +17.0% |
| YTD | +39.6% | -9.3% | +48.9% | +45.0% |
| 1Y | +81.1% | -2.7% | +83.8% | +81.2% |
| 3Y | +63.0% | +1.4% | +61.7% | +57.1% |
| 5Y | +65.6% | +9.6% | +56.1% | +50.6% |
| All | +183.9% | +97.6% | +86.3% | +96.5% |
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