-26.5%
TMUS vs FDX
+80.8%
-107.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | +0.1% | -2.5% | +2.6% | +0.2% |
| 30D | +5.3% | +3.8% | +1.5% | +5.1% |
| 3M | +3.1% | -1.3% | +4.4% | +3.1% |
| 6M | -16.5% | +5.0% | -21.5% | -16.4% |
| YTD | -9.2% | +39.6% | -48.8% | -10.8% |
| 1Y | -26.5% | +81.1% | -107.6% | -29.3% |
| All | -26.5% | +80.8% | -107.3% | -29.3% |
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