+1,753.6%
TSM vs FDX
+178.0%
+1,575.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +3.3% |
| 7D | +6.0% | -3.3% | +9.3% | +7.3% |
| 30D | +4.5% | -1.4% | +5.9% | +4.9% |
| 3M | +3.1% | -4.5% | +7.6% | +4.5% |
| 6M | +30.2% | +9.4% | +20.8% | +25.1% |
| YTD | +45.2% | +36.0% | +9.2% | +28.5% |
| 1Y | +79.6% | +75.5% | +4.0% | +44.3% |
| 3Y | +411.0% | +62.8% | +348.2% | +305.2% |
| 5Y | +290.7% | +64.4% | +226.3% | +198.6% |
| 10Y | +1,753.6% | +175.5% | +1,578.1% | +944.2% |
| All | +1,753.6% | +178.0% | +1,575.6% | +944.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling