+90.9%
FOXA vs TAP
+0.4%
+90.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.8% |
| 7D | -0.6% | -2.3% | +1.7% | 0.0% |
| 30D | +2.3% | -9.4% | +11.7% | +5.0% |
| 3M | -2.8% | -0.8% | -2.0% | -2.7% |
| 6M | +9.6% | -14.7% | +24.3% | +13.9% |
| YTD | -9.9% | -13.9% | +4.0% | -7.1% |
| 1Y | +5.4% | -18.6% | +24.0% | +10.3% |
| 3Y | +115.3% | -32.0% | +147.3% | +135.3% |
| All | +90.9% | +0.4% | +90.5% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling