+40.8%
TSLA vs FDX
+65.3%
-24.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.4% | -5.6% |
| 7D | +1.5% | -2.5% | +4.1% | +2.8% |
| 30D | +10.1% | +3.8% | +6.3% | +7.9% |
| 3M | -15.4% | -1.3% | -14.1% | -15.0% |
| 6M | -12.8% | +5.0% | -17.8% | -15.9% |
| YTD | -21.3% | +39.6% | -60.9% | -35.4% |
| 1Y | +4.6% | +81.1% | -76.5% | -26.6% |
| All | +40.8% | +65.3% | -24.5% | -2.0% |
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 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