+67.7%
T vs FDX
+65.4%
+2.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.9% |
| 7D | -1.3% | -2.5% | +1.3% | -1.0% |
| 30D | +11.4% | +3.8% | +7.6% | +10.9% |
| 3M | +14.3% | -1.3% | +15.6% | +14.3% |
| 6M | -9.3% | +5.0% | -14.3% | -9.9% |
| YTD | +7.1% | +39.6% | -32.5% | +3.1% |
| 1Y | -9.1% | +81.1% | -90.2% | -14.9% |
| 3Y | +105.3% | +63.0% | +42.3% | +91.0% |
| All | +67.7% | +65.4% | +2.2% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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