+113.3%
FOXA vs TLN
+571.8%
-458.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.1% |
| 7D | -3.7% | +2.0% | -5.7% | -3.8% |
| 30D | +5.4% | -12.9% | +18.3% | +5.5% |
| 3M | -3.7% | -7.4% | +3.7% | -4.0% |
| 6M | +12.6% | -6.0% | +18.6% | +11.9% |
| YTD | -10.0% | -16.9% | +6.9% | -10.1% |
| 1Y | +15.0% | -22.6% | +37.7% | +15.2% |
| 3Y | +115.1% | +469.0% | -353.9% | +85.3% |
| All | +113.3% | +571.8% | -458.4% | +81.7% |
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