-13.3%
TSLA vs FDX
+65.6%
-78.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.9% | -3.9% |
| 7D | -4.7% | +8.1% | -12.9% | -6.0% |
| 30D | +1.7% | +13.9% | -12.2% | -0.6% |
| 3M | +17.7% | +5.5% | +12.1% | +16.4% |
| 6M | -1.9% | +15.1% | -17.0% | -3.0% |
| YTD | -14.3% | +43.2% | -57.5% | -13.3% |
| 1Y | -13.3% | +65.0% | -78.3% | -7.2% |
| All | -13.3% | +65.6% | -78.9% | -7.2% |
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