+203.6%
TGT vs FDX
+182.5%
+21.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -5.2% | -3.3% | -2.0% | -4.1% |
| 30D | +1.2% | -4.5% | +5.7% | +2.9% |
| 3M | +18.4% | -7.3% | +25.7% | +21.4% |
| 6M | +33.4% | +7.5% | +25.9% | +28.6% |
| YTD | +63.8% | +35.1% | +28.7% | +44.4% |
| 1Y | +77.2% | +71.4% | +5.8% | +42.5% |
| 3Y | +41.8% | +60.8% | -19.0% | +14.6% |
| 5Y | -25.5% | +65.5% | -91.0% | -42.0% |
| All | +203.6% | +182.5% | +21.1% | +94.9% |
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 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