-53.4%
TE vs FDX
+175.7%
-229.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.6% | -7.0% |
| 7D | +0.9% | -3.9% | +4.7% | +2.1% |
| 30D | -16.3% | -3.3% | -13.0% | -15.6% |
| 3M | -40.8% | -2.0% | -38.8% | -40.6% |
| 6M | -42.6% | +8.0% | -50.7% | -44.8% |
| YTD | -31.4% | +35.0% | -66.4% | -39.2% |
| 1Y | +144.9% | +73.7% | +71.2% | +98.0% |
| 3Y | -26.0% | +61.6% | -87.6% | -38.1% |
| 5Y | -48.5% | +65.4% | -113.9% | -59.0% |
| All | -53.4% | +175.7% | -229.0% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling