+90.1%
FOXA vs TNA
+6.8%
+83.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.7% |
| 7D | -3.7% | -7.6% | +3.9% | -2.1% |
| 30D | +5.4% | -13.6% | +19.0% | +8.6% |
| 3M | -3.7% | +2.8% | -6.6% | -5.0% |
| 6M | +12.6% | +34.5% | -21.9% | +3.4% |
| YTD | -10.0% | +41.0% | -51.0% | -18.7% |
| 1Y | +15.0% | +52.0% | -37.0% | +0.8% |
| 3Y | +115.1% | +103.5% | +11.6% | +61.1% |
| 5Y | +93.0% | -22.5% | +115.6% | +65.2% |
| All | +90.1% | +6.8% | +83.4% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling