+86.3%
FOXA vs TCOM
-6.2%
+92.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.5% |
| 7D | -5.4% | -10.2% | +4.8% | -3.7% |
| 30D | +1.1% | -16.8% | +18.0% | +4.4% |
| 3M | -6.1% | -16.7% | +10.6% | -3.4% |
| 6M | +8.2% | -27.1% | +35.3% | +13.9% |
| YTD | -11.8% | -45.5% | +33.7% | -2.7% |
| 1Y | +9.9% | -45.9% | +55.8% | +21.2% |
| 3Y | +110.7% | +9.8% | +101.0% | +96.0% |
| 5Y | +86.9% | +23.8% | +63.1% | +60.6% |
| All | +86.3% | -6.2% | +92.5% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling