+320.5%
TMUS vs FDX
+352.6%
-32.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | +0.1% | -2.5% | +2.6% | +1.0% |
| 30D | +5.3% | +3.8% | +1.5% | +3.7% |
| 3M | +3.1% | -1.3% | +4.4% | +3.2% |
| 6M | -16.5% | +5.0% | -21.5% | -19.0% |
| YTD | -9.2% | +39.6% | -48.8% | -21.4% |
| 1Y | -26.5% | +81.1% | -107.6% | -42.9% |
| 3Y | +39.0% | +63.0% | -24.0% | +6.7% |
| 5Y | +40.4% | +65.6% | -25.2% | +1.2% |
| 10Y | +303.7% | +183.4% | +120.3% | +94.6% |
| All | +320.5% | +352.6% | -32.1% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling