+12.3%
FOXA vs TMF
-21.8%
+34.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.8% |
| YTD | -9.9% | -16.0% | +6.1% | -11.4% |
| All | +12.3% | -21.8% | +34.1% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling