+145.2%
TE vs FDX
+76.4%
+68.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +0.2% | -3.3% | +3.5% | +0.6% |
| 30D | -5.9% | -4.5% | -1.4% | -5.5% |
| 3M | -45.6% | -7.3% | -38.2% | -45.0% |
| 6M | -43.4% | +7.5% | -50.9% | -43.0% |
| YTD | -31.0% | +35.1% | -66.1% | -30.5% |
| 1Y | +145.2% | +71.4% | +73.8% | +145.1% |
| All | +145.2% | +76.4% | +68.8% | +145.1% |
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