+3,916.3%
FDX vs TXT
+2,193.3%
+1,723.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.0% |
| 7D | -1.6% | -2.5% | +0.9% | -0.7% |
| 30D | +6.6% | +14.4% | -7.8% | +1.2% |
| 3M | -2.1% | -4.9% | +2.9% | -0.7% |
| 6M | +2.2% | -10.2% | +12.4% | +5.3% |
| YTD | +33.9% | -4.1% | +38.0% | +34.7% |
| 1Y | +50.2% | +4.0% | +46.3% | +46.6% |
| 3Y | +65.5% | +8.0% | +57.6% | +58.3% |
| 5Y | +74.1% | +8.4% | +65.6% | +65.0% |
| 10Y | +156.7% | +116.6% | +40.1% | +82.3% |
| All | +3,916.3% | +2,193.3% | +1,723.0% | +988.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling