-5.6%
TLT vs FDX
+65.6%
-71.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.5% |
| 7D | +1.0% | +8.1% | -7.2% | +0.2% |
| 30D | +6.0% | +13.9% | -7.9% | +4.8% |
| 3M | -0.9% | +5.5% | -6.4% | -1.5% |
| 6M | -2.3% | +15.1% | -17.4% | -3.5% |
| YTD | -3.3% | +43.2% | -46.5% | -6.2% |
| 1Y | -5.6% | +65.0% | -70.6% | -9.4% |
| All | -5.6% | +65.6% | -71.2% | -9.4% |
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