+21.4%
TMUS vs FDX
+74.4%
-53.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | +4.9% | +5.2% | -0.3% | +4.4% |
| 30D | +7.7% | +11.3% | -3.6% | +6.8% |
| 3M | -6.8% | -4.1% | -2.7% | -6.6% |
| 6M | -9.7% | +9.6% | -19.3% | -10.4% |
| YTD | -15.0% | +40.9% | -55.8% | -17.2% |
| 1Y | -19.1% | +53.0% | -72.1% | -21.8% |
| 3Y | +21.4% | +74.1% | -52.7% | +16.4% |
| All | +21.4% | +74.4% | -53.0% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling