+92.4%
FOXA vs TDY
+166.0%
-73.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | -0.1% | +0.6% |
| 7D | +0.8% | -1.1% | +1.9% | +1.3% |
| 30D | +5.0% | -12.0% | +17.1% | +10.9% |
| 3M | -3.0% | -3.2% | +0.2% | -2.0% |
| 6M | +14.8% | -7.9% | +22.6% | +17.9% |
| YTD | -8.9% | +18.2% | -27.1% | -16.9% |
| 1Y | +13.3% | +6.7% | +6.7% | +8.2% |
| 3Y | +115.4% | +47.5% | +67.9% | +75.0% |
| 5Y | +95.3% | +39.5% | +55.8% | +59.7% |
| All | +92.4% | +166.0% | -73.6% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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