+19.6%
TMO vs FDX
+60.5%
-41.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -3.3% | +2.6% | +0.2% |
| 30D | +1.1% | -4.5% | +5.7% | +2.3% |
| 3M | +28.3% | -7.3% | +35.7% | +30.7% |
| 6M | +23.3% | +7.5% | +15.7% | +19.9% |
| YTD | +5.5% | +35.1% | -29.6% | -4.3% |
| 1Y | +24.5% | +71.4% | -46.9% | +5.2% |
| 3Y | +19.6% | +60.8% | -41.2% | -2.7% |
| All | +19.6% | +60.5% | -41.0% | -2.7% |
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