-25.8%
TE vs FDX
+65.6%
-91.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.6% | -7.1% | -3.9% |
| 7D | +3.8% | +8.1% | -4.3% | +2.8% |
| 30D | -26.2% | +13.9% | -40.1% | -27.3% |
| 3M | -49.7% | +5.5% | -55.3% | -50.4% |
| 6M | -46.5% | +15.1% | -61.6% | -46.3% |
| YTD | -59.1% | +43.2% | -102.3% | -53.7% |
| 1Y | -25.8% | +65.0% | -90.9% | -1.3% |
| All | -25.8% | +65.6% | -91.4% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling