+2,737.0%
TSLA vs FDX
+173.3%
+2,563.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | +3.0% | -2.3% | +5.3% | +4.2% |
| 30D | +11.2% | -4.9% | +16.0% | +13.7% |
| 3M | -7.3% | -6.5% | -0.8% | -4.4% |
| 6M | -7.7% | +6.7% | -14.4% | -11.6% |
| YTD | -18.2% | +33.9% | -52.1% | -30.5% |
| 1Y | +6.0% | +72.2% | -66.2% | -20.9% |
| 3Y | +48.0% | +60.2% | -12.2% | +11.7% |
| 5Y | +46.2% | +62.9% | -16.8% | +5.7% |
| 10Y | +2,737.0% | +178.8% | +2,558.2% | +1,518.3% |
| All | +2,737.0% | +173.3% | +2,563.7% | +1,518.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling