+98.6%
TFC vs FDX
+178.0%
-79.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.8% |
| 7D | +2.2% | -3.3% | +5.6% | +3.9% |
| 30D | -2.5% | -1.4% | -1.1% | -2.0% |
| 3M | +4.5% | -4.5% | +9.1% | +6.4% |
| 6M | +11.0% | +9.4% | +1.6% | +4.8% |
| YTD | +5.9% | +36.0% | -30.1% | -10.5% |
| 1Y | +14.6% | +75.5% | -60.9% | -15.1% |
| 3Y | +96.7% | +62.8% | +33.9% | +45.6% |
| 5Y | +15.6% | +64.4% | -48.8% | -18.5% |
| 10Y | +98.6% | +175.5% | -76.9% | -10.8% |
| All | +98.6% | +178.0% | -79.4% | -10.8% |
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 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