+112.9%
FOXA vs TAP
-33.1%
+146.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -3.7% | -5.3% | +1.5% | -2.6% |
| 30D | +5.4% | -7.4% | +12.7% | +7.1% |
| 3M | -3.7% | -4.9% | +1.2% | -2.7% |
| 6M | +12.6% | -14.2% | +26.8% | +15.8% |
| YTD | -10.0% | -14.8% | +4.9% | -7.7% |
| 1Y | +15.0% | -18.1% | +33.1% | +18.9% |
| All | +112.9% | -33.1% | +146.0% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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