+236.4%
TSM vs FDX
+72.6%
+163.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.7% | +9.1% | +7.2% |
| 7D | -7.6% | -1.6% | -5.9% | -7.1% |
| 30D | -20.5% | +6.6% | -27.1% | -22.2% |
| 3M | -10.0% | -2.1% | -7.9% | -9.7% |
| 6M | -10.1% | +2.2% | -12.2% | -11.2% |
| YTD | +24.5% | +33.9% | -9.4% | +11.6% |
| 1Y | +31.2% | +50.2% | -19.1% | +13.0% |
| 3Y | +322.0% | +65.5% | +256.4% | +234.9% |
| All | +236.4% | +72.6% | +163.8% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling