+7,105.0%
TRV vs FDX
+4,272.5%
+2,832.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | +2.0% | +5.2% | -3.2% | +0.5% |
| 30D | +6.7% | +11.3% | -4.6% | +3.5% |
| 3M | +9.4% | -4.1% | +13.5% | +10.5% |
| 6M | +37.7% | +9.6% | +28.1% | +33.2% |
| YTD | +40.6% | +40.9% | -0.3% | +25.8% |
| 1Y | +42.4% | +53.0% | -10.6% | +24.4% |
| 3Y | +148.1% | +74.1% | +74.0% | +101.9% |
| 5Y | +181.7% | +75.1% | +106.6% | +120.6% |
| 10Y | +352.6% | +156.9% | +195.6% | +196.5% |
| All | +7,105.0% | +4,272.5% | +2,832.5% | +2,226.5% |
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