-2.9%
TSLA vs FDX
+51.6%
-54.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.2% |
| 7D | +8.9% | +5.2% | +3.7% | +7.6% |
| 30D | +6.3% | +11.3% | -5.0% | +4.0% |
| 3M | +14.8% | -4.1% | +18.9% | +16.2% |
| 6M | -12.4% | +9.6% | -22.0% | -13.3% |
| YTD | -13.2% | +40.9% | -54.1% | -14.5% |
| 1Y | -2.9% | +53.0% | -55.9% | -1.8% |
| All | -2.9% | +51.6% | -54.5% | -1.8% |
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