+99.6%
FOXA vs TMF
-82.7%
+182.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +4.0% |
| 7D | +2.7% | -9.3% | +11.9% | +1.8% |
| 30D | +10.0% | +1.9% | +8.0% | +10.2% |
| 3M | +5.0% | -11.2% | +16.2% | +4.0% |
| 6M | +3.4% | -17.7% | +21.1% | +1.8% |
| YTD | -5.5% | -24.5% | +19.0% | -7.5% |
| 1Y | +5.5% | -29.4% | +35.0% | +2.7% |
| 3Y | +139.3% | -33.4% | +172.7% | +135.3% |
| 5Y | +77.2% | -88.7% | +165.9% | +30.9% |
| All | +99.6% | -82.7% | +182.3% | +80.4% |
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