+6.9%
TLT vs FDX
+64.2%
-57.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | +6.2% | +6.6% | -0.4% | +5.9% |
| 3M | +0.1% | -2.1% | +2.1% | +0.1% |
| 6M | -3.0% | +2.2% | -5.1% | -3.1% |
| YTD | -2.7% | +33.9% | -36.7% | -3.3% |
| 1Y | -4.8% | +50.2% | -55.1% | -5.6% |
| 3Y | +6.9% | +65.5% | -58.6% | +3.3% |
| All | +6.9% | +64.2% | -57.3% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling