-41.3%
TE vs FDX
+63.0%
-104.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.6% | +12.6% | +11.4% |
| 7D | +18.2% | -3.3% | +21.5% | +20.2% |
| 30D | -13.5% | -1.4% | -12.1% | -13.4% |
| 3M | -44.6% | -4.5% | -40.1% | -43.5% |
| 6M | -24.7% | +9.4% | -34.1% | -30.0% |
| YTD | -24.3% | +36.0% | -60.3% | -38.1% |
| 1Y | +155.6% | +75.5% | +80.0% | +78.9% |
| 3Y | -18.3% | +62.8% | -81.1% | -40.3% |
| 5Y | -41.3% | +64.4% | -105.7% | -61.2% |
| All | -41.3% | +63.0% | -104.3% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling