+96.5%
FOXA vs TMF
-81.7%
+178.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.8% |
| 7D | +0.4% | -1.1% | +1.5% | +0.3% |
| 30D | +7.9% | +11.8% | -3.9% | +9.0% |
| 3M | +6.7% | -4.0% | +10.7% | +6.4% |
| 6M | +7.5% | -16.5% | +24.0% | +5.9% |
| YTD | -6.9% | -19.9% | +13.0% | -8.5% |
| 1Y | +2.2% | -25.6% | +27.8% | -0.1% |
| 3Y | +131.4% | -29.9% | +161.3% | +128.5% |
| 5Y | +76.2% | -88.2% | +164.5% | +30.3% |
| All | +96.5% | -81.7% | +178.2% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling