+84.6%
TGT vs FDX
+80.8%
+3.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +0.8% | -2.5% | +3.3% | +1.4% |
| 30D | +12.2% | +3.8% | +8.4% | +11.2% |
| 3M | +33.8% | -1.3% | +35.1% | +34.0% |
| 6M | +39.3% | +5.0% | +34.3% | +36.4% |
| YTD | +72.9% | +39.6% | +33.2% | +46.7% |
| 1Y | +84.6% | +81.1% | +3.4% | +36.5% |
| All | +84.6% | +80.8% | +3.8% | +36.5% |
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 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