+99.6%
FOXA vs TAP
-16.0%
+115.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.2% | +0.9% | +2.9% |
| 7D | +2.7% | +1.3% | +1.4% | +2.2% |
| 30D | +10.0% | +5.7% | +4.3% | +7.3% |
| 3M | +5.0% | -1.9% | +6.9% | +5.2% |
| 6M | +3.4% | +0.9% | +2.4% | +2.3% |
| YTD | -5.5% | -9.5% | +4.0% | -3.3% |
| 1Y | +5.5% | -9.0% | +14.5% | +7.5% |
| 3Y | +139.3% | -22.2% | +161.5% | +154.3% |
| 5Y | +77.2% | +1.2% | +76.0% | +59.5% |
| All | +99.6% | -16.0% | +115.6% | +68.6% |
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