+90.1%
FOXA vs TDY
+162.8%
-72.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -3.7% | -1.9% | -1.9% | -3.0% |
| 30D | +5.4% | -12.5% | +17.9% | +11.4% |
| 3M | -3.7% | -0.8% | -2.9% | -3.8% |
| 6M | +12.6% | -9.0% | +21.5% | +16.3% |
| YTD | -10.0% | +16.8% | -26.8% | -17.4% |
| 1Y | +15.0% | +9.5% | +5.6% | +8.5% |
| 3Y | +115.1% | +45.4% | +69.7% | +75.8% |
| 5Y | +93.0% | +37.8% | +55.2% | +58.6% |
| All | +90.1% | +162.8% | -72.6% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling