-21.2%
TMUS vs FDX
+65.6%
-86.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.6% |
| 7D | +7.5% | +8.1% | -0.7% | +6.5% |
| 30D | -3.3% | +13.9% | -17.3% | -4.6% |
| 3M | -9.7% | +5.5% | -15.2% | -10.3% |
| 6M | -17.2% | +15.1% | -32.3% | -18.2% |
| YTD | -20.3% | +43.2% | -63.5% | -22.8% |
| 1Y | -21.2% | +65.0% | -86.3% | -26.1% |
| All | -21.2% | +65.6% | -86.8% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling