+92.4%
FOXA vs TNA
+7.9%
+84.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +0.8% | -7.3% | +8.1% | +2.4% |
| 30D | +5.0% | -14.2% | +19.2% | +8.5% |
| 3M | -3.0% | -4.6% | +1.5% | -2.6% |
| 6M | +14.8% | +36.9% | -22.2% | +5.0% |
| YTD | -8.9% | +42.5% | -51.5% | -18.0% |
| 1Y | +13.3% | +45.8% | -32.4% | +0.3% |
| 3Y | +115.4% | +104.7% | +10.8% | +61.1% |
| 5Y | +95.3% | -21.7% | +117.0% | +66.7% |
| All | +92.4% | +7.9% | +84.5% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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