+115.3%
FOXA vs TMF
-42.4%
+157.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.6% | +1.0% | -1.6% | -0.6% |
| 30D | +2.3% | -1.8% | +4.2% | +2.4% |
| 3M | -2.8% | -8.2% | +5.4% | -2.7% |
| 6M | +9.6% | -19.5% | +29.1% | +10.0% |
| YTD | -9.9% | -16.0% | +6.1% | -9.7% |
| 1Y | +5.4% | -22.5% | +27.9% | +5.8% |
| 3Y | +115.3% | -42.3% | +157.5% | +107.1% |
| All | +115.3% | -42.4% | +157.6% | +107.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling