-79.9%
TE vs FDX
+183.4%
-263.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.0% | -6.5% | -7.2% |
| 7D | -13.6% | +0.8% | -14.4% | -13.9% |
| 30D | -37.7% | +9.9% | -47.5% | -39.6% |
| 3M | -59.8% | -1.9% | -57.9% | -59.6% |
| 6M | -66.3% | +6.1% | -72.4% | -67.1% |
| YTD | -70.5% | +38.8% | -109.3% | -74.1% |
| 1Y | -48.8% | +50.0% | -98.8% | -56.3% |
| 3Y | +31.3% | +71.0% | -39.7% | +8.0% |
| 5Y | -82.0% | +72.5% | -154.5% | -85.8% |
| All | -79.9% | +183.4% | -263.3% | -84.2% |
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 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