+46.5%
TSLA vs FDX
+63.0%
-16.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +5.2% |
| 7D | +3.4% | -3.3% | +6.7% | +5.0% |
| 30D | +12.0% | -1.4% | +13.4% | +12.6% |
| 3M | -10.0% | -4.5% | -5.5% | -8.1% |
| 6M | -7.2% | +9.4% | -16.6% | -12.2% |
| YTD | -18.1% | +36.0% | -54.1% | -31.1% |
| 1Y | +6.3% | +75.5% | -69.2% | -21.9% |
| 3Y | +48.2% | +62.8% | -14.6% | +9.8% |
| 5Y | +46.5% | +64.4% | -17.9% | -1.4% |
| All | +46.5% | +63.0% | -16.5% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling