+84.7%
TFC vs FDX
+160.0%
-75.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.5% | +0.2% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +9.2% | +9.3% | -0.1% | +4.3% |
| 3M | -2.9% | +0.5% | -3.4% | -3.5% |
| 6M | +3.5% | +5.3% | -1.8% | -0.1% |
| YTD | +5.4% | +38.6% | -33.2% | -11.9% |
| 1Y | +17.3% | +53.5% | -36.2% | -7.1% |
| 3Y | +96.7% | +74.2% | +22.5% | +40.2% |
| 5Y | -1.1% | +75.3% | -76.4% | -32.6% |
| 10Y | +84.7% | +156.3% | -71.5% | -21.2% |
| All | +84.7% | +160.0% | -75.3% | -21.2% |
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