+6,477.2%
TRV vs FDX
+4,233.7%
+2,243.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | -0.1% | -2.5% | +2.4% | +0.6% |
| 30D | -3.4% | +3.8% | -7.2% | -4.5% |
| 3M | +26.4% | -1.3% | +27.7% | +26.4% |
| 6M | +19.3% | +5.0% | +14.3% | +16.6% |
| YTD | +28.3% | +39.6% | -11.3% | +15.3% |
| 1Y | +34.3% | +81.1% | -46.8% | +11.5% |
| 3Y | +140.1% | +63.0% | +77.1% | +99.1% |
| 5Y | +155.7% | +65.6% | +90.1% | +103.4% |
| 10Y | +285.5% | +183.4% | +102.2% | +145.4% |
| All | +6,477.2% | +4,233.7% | +2,243.5% | +2,031.7% |
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 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