+112.9%
FOXA vs TCOM
+7.1%
+105.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.3% | +2.2% |
| 7D | -3.7% | -6.5% | +2.8% | -3.1% |
| 30D | +5.4% | -16.2% | +21.6% | +7.3% |
| 3M | -3.7% | -19.3% | +15.6% | -1.8% |
| 6M | +12.6% | -27.2% | +39.8% | +16.1% |
| YTD | -10.0% | -46.2% | +36.2% | -4.6% |
| 1Y | +15.0% | -46.6% | +61.7% | +21.9% |
| All | +112.9% | +7.1% | +105.8% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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