+90.3%
FOXA vs TMF
-80.8%
+171.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.6% | +1.0% | -1.6% | -0.5% |
| 30D | +2.3% | -1.8% | +4.2% | +2.2% |
| 3M | -2.8% | -8.2% | +5.4% | -3.5% |
| 6M | +9.6% | -19.5% | +29.1% | +7.7% |
| YTD | -9.9% | -16.0% | +6.1% | -11.1% |
| 1Y | +5.4% | -22.5% | +27.9% | +3.3% |
| 3Y | +115.3% | -42.3% | +157.5% | +107.4% |
| 5Y | +93.1% | -87.7% | +180.8% | +43.9% |
| All | +90.3% | -80.8% | +171.1% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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