+1,711.0%
TSM vs FDX
+185.4%
+1,525.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.1% |
| 7D | +2.7% | -2.5% | +5.3% | +3.7% |
| 30D | +3.6% | +3.8% | -0.2% | +2.0% |
| 3M | -3.4% | -1.3% | -2.1% | -3.2% |
| 6M | +20.6% | +5.0% | +15.6% | +17.7% |
| YTD | +41.9% | +39.6% | +2.2% | +24.4% |
| 1Y | +84.4% | +81.1% | +3.2% | +46.6% |
| 3Y | +380.2% | +63.0% | +317.2% | +281.0% |
| 5Y | +275.3% | +65.6% | +209.7% | +186.3% |
| All | +1,711.0% | +185.4% | +1,525.6% | +910.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling