+115.1%
FOXA vs TLN
+733.8%
-618.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.3% |
| 7D | -2.9% | +22.3% | -25.2% | -2.9% |
| 30D | +5.1% | +1.2% | +3.9% | +5.1% |
| 3M | +4.7% | +5.9% | -1.2% | +4.8% |
| 6M | -0.2% | +3.2% | -3.5% | -0.3% |
| YTD | -9.2% | +3.2% | -12.4% | -9.5% |
| 1Y | -0.6% | +5.2% | -5.8% | -1.1% |
| 3Y | +125.7% | +606.3% | -480.6% | +93.5% |
| All | +115.1% | +733.8% | -618.7% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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