-78.3%
TE vs FDX
+186.4%
-264.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | -22.0% | -2.1% | -19.9% | -21.3% |
| 30D | -33.6% | +10.4% | -44.0% | -35.8% |
| 3M | -61.1% | +0.5% | -61.5% | -61.2% |
| 6M | -64.7% | +6.5% | -71.2% | -65.6% |
| YTD | -68.1% | +40.2% | -108.4% | -72.1% |
| 1Y | -51.7% | +52.1% | -103.8% | -58.9% |
| 3Y | +42.0% | +72.8% | -30.8% | +16.4% |
| 5Y | -80.8% | +76.3% | -157.1% | -84.9% |
| All | -78.3% | +186.4% | -264.7% | -83.0% |
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