+2,577.1%
TFC vs FDX
+4,056.7%
-1,479.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.2% |
| 7D | +1.2% | -1.6% | +2.8% | +1.9% |
| 30D | +8.3% | +6.6% | +1.7% | +5.5% |
| 3M | -5.2% | -2.1% | -3.1% | -4.6% |
| 6M | -0.8% | +2.2% | -3.0% | -2.3% |
| YTD | +3.4% | +33.9% | -30.5% | -9.1% |
| 1Y | +17.0% | +50.2% | -33.2% | -2.0% |
| 3Y | +86.2% | +65.5% | +20.6% | +46.2% |
| 5Y | -2.3% | +74.1% | -76.4% | -27.1% |
| 10Y | +93.9% | +156.7% | -62.8% | +18.8% |
| All | +2,577.1% | +4,056.7% | -1,479.6% | +763.6% |
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