-80.5%
TE vs FDX
+187.7%
-268.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.6% |
| 7D | -19.1% | +5.2% | -24.3% | -20.5% |
| 30D | -34.1% | +11.3% | -45.4% | -36.5% |
| 3M | -60.1% | -4.1% | -56.0% | -59.6% |
| 6M | -66.0% | +9.6% | -75.6% | -67.1% |
| YTD | -71.4% | +40.9% | -112.3% | -75.0% |
| 1Y | -45.3% | +53.0% | -98.3% | -53.6% |
| 3Y | +9.1% | +74.1% | -64.9% | -10.7% |
| 5Y | -82.6% | +75.1% | -157.7% | -86.3% |
| All | -80.5% | +187.7% | -268.3% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling