+16.3%
TFC vs FDX
+53.6%
-37.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.5% | +0.5% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +9.2% | +9.3% | -0.1% | +5.4% |
| 3M | -2.9% | +0.5% | -3.4% | -3.3% |
| 6M | +3.5% | +5.3% | -1.8% | -0.2% |
| YTD | +5.4% | +38.6% | -33.2% | -11.3% |
| All | +16.3% | +53.6% | -37.3% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling