-25.0%
TGT vs FDX
+63.0%
-88.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.6% |
| 7D | -3.6% | -2.3% | -1.3% | -2.7% |
| 30D | +4.4% | -4.9% | +9.3% | +6.5% |
| 3M | +25.4% | -6.5% | +31.8% | +28.2% |
| 6M | +33.4% | +6.7% | +26.7% | +28.3% |
| YTD | +65.6% | +33.9% | +31.7% | +44.0% |
| 1Y | +80.3% | +72.2% | +8.1% | +40.5% |
| 3Y | +42.1% | +60.2% | -18.1% | +11.2% |
| 5Y | -25.0% | +62.9% | -87.9% | -44.6% |
| All | -25.0% | +63.0% | -88.0% | -44.6% |
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 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