+75.2%
FOXA vs TPG
+74.1%
+1.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.5% | +0.8% |
| 7D | +0.8% | -9.4% | +10.2% | +3.1% |
| 30D | +5.0% | -5.3% | +10.3% | +6.1% |
| 3M | -3.0% | +12.9% | -15.9% | -6.3% |
| 6M | +14.8% | +20.1% | -5.3% | +8.8% |
| YTD | -8.9% | -22.5% | +13.6% | -4.3% |
| 1Y | +13.3% | -19.7% | +33.0% | +17.7% |
| 3Y | +115.4% | +81.2% | +34.2% | +77.0% |
| All | +75.2% | +74.1% | +1.0% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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