+1,502.2%
TSM vs FDX
+160.0%
+1,342.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +2.3% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | -14.3% | +9.3% | -23.6% | -17.1% |
| 3M | -7.2% | +0.5% | -7.7% | -7.8% |
| 6M | -5.1% | +5.3% | -10.4% | -7.5% |
| YTD | +28.9% | +38.6% | -9.7% | +13.1% |
| 1Y | +37.1% | +53.5% | -16.5% | +15.6% |
| 3Y | +341.5% | +74.2% | +267.2% | +241.1% |
| 5Y | +245.7% | +75.3% | +170.4% | +158.2% |
| 10Y | +1,502.2% | +156.3% | +1,346.0% | +999.8% |
| All | +1,502.2% | +160.0% | +1,342.2% | +999.8% |
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