-27.2%
TGT vs FDX
+73.8%
-101.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +2.6% | +0.8% | +1.8% | +2.2% |
| 30D | +6.6% | +9.9% | -3.3% | +2.6% |
| 3M | +5.2% | -1.9% | +7.1% | +6.0% |
| 6M | +35.3% | +6.1% | +29.2% | +31.1% |
| YTD | +70.3% | +38.8% | +31.5% | +45.6% |
| 1Y | +81.2% | +50.0% | +31.2% | +49.6% |
| 3Y | +66.9% | +71.0% | -4.1% | +26.8% |
| 5Y | -27.2% | +72.5% | -99.7% | -45.5% |
| All | -27.2% | +73.8% | -101.0% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling