+131.3%
TLT vs FDX
+890.3%
-759.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | -0.3% |
| 7D | +0.1% | -1.6% | +1.7% | -0.1% |
| 30D | +6.2% | +6.6% | -0.4% | +6.9% |
| 3M | +0.1% | -2.1% | +2.1% | -0.1% |
| 6M | -3.0% | +2.2% | -5.1% | -2.6% |
| YTD | -2.7% | +33.9% | -36.7% | +0.8% |
| 1Y | -4.8% | +50.2% | -55.1% | -0.1% |
| 3Y | +6.9% | +65.5% | -58.6% | +14.7% |
| 5Y | -34.5% | +74.1% | -108.5% | -28.4% |
| 10Y | -17.3% | +156.7% | -174.0% | +0.6% |
| All | +131.3% | +890.3% | -759.0% | +269.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling