+90.8%
FOXA vs TAP
-16.7%
+107.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -4.0% | -2.3% | -1.6% | -3.1% |
| 30D | +12.0% | -2.1% | +14.1% | +12.9% |
| 3M | +0.3% | +6.6% | -6.4% | -2.4% |
| 6M | +12.5% | -11.5% | +24.0% | +17.4% |
| YTD | -9.6% | -10.3% | +0.6% | -6.9% |
| 1Y | +8.6% | -14.4% | +23.0% | +13.6% |
| 3Y | +118.5% | -28.3% | +146.8% | +141.6% |
| 5Y | +88.8% | +1.7% | +87.0% | +69.8% |
| All | +90.8% | -16.7% | +107.5% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling