-10.2%
TSLA vs FDX
+5.7%
-15.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +7.0% | +5.3% |
| 7D | -10.4% | -1.6% | -8.8% | -9.5% |
| 30D | -5.2% | +6.6% | -11.8% | -7.0% |
| 3M | +12.1% | -2.1% | +14.2% | +13.0% |
| 6M | -10.2% | +2.2% | -12.3% | -9.1% |
| All | -10.2% | +5.7% | -15.9% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling