+90.3%
FOXA vs TD
+191.0%
-100.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -0.6% | +0.9% | -1.5% | -1.1% |
| 30D | +2.3% | -0.7% | +3.0% | +2.7% |
| 3M | -2.8% | +6.3% | -9.1% | -6.5% |
| 6M | +9.6% | +27.9% | -18.3% | -5.8% |
| YTD | -9.9% | +29.8% | -39.7% | -23.3% |
| 1Y | +5.4% | +63.7% | -58.3% | -22.0% |
| 3Y | +115.3% | +128.3% | -13.1% | +28.0% |
| 5Y | +93.1% | +125.5% | -32.5% | +12.9% |
| All | +90.3% | +191.0% | -100.7% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling