+92.4%
FOXA vs TD
+192.0%
-99.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.8% |
| 7D | +0.8% | -0.5% | +1.3% | +1.1% |
| 30D | +5.0% | -1.9% | +6.9% | +6.2% |
| 3M | -3.0% | +4.8% | -7.8% | -5.9% |
| 6M | +14.8% | +28.0% | -13.2% | -1.4% |
| YTD | -8.9% | +30.3% | -39.2% | -22.7% |
| 1Y | +13.3% | +59.8% | -46.4% | -14.8% |
| 3Y | +115.4% | +124.7% | -9.3% | +29.5% |
| 5Y | +95.3% | +127.0% | -31.7% | +13.8% |
| All | +92.4% | +192.0% | -99.7% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling