+74.8%
TFC vs FDX
+154.6%
-79.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -1.2% | -2.1% | +0.9% | -0.2% |
| 30D | +7.8% | +10.4% | -2.6% | +2.5% |
| 3M | -3.0% | +0.5% | -3.4% | -3.5% |
| 6M | +5.8% | +6.5% | -0.7% | +1.6% |
| YTD | +5.3% | +40.2% | -35.0% | -12.5% |
| 1Y | +15.7% | +52.1% | -36.4% | -7.8% |
| 3Y | +94.8% | +72.8% | +22.0% | +39.6% |
| 5Y | 0.0% | +76.3% | -76.2% | -32.0% |
| All | +74.8% | +154.6% | -79.8% | -22.5% |
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