+93.1%
FOXA vs TRGP
+628.1%
-535.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +5.0% | +8.0% | -3.0% | +2.8% |
| 3M | -3.0% | +8.3% | -11.3% | -5.4% |
| 6M | +14.8% | +23.9% | -9.1% | +7.5% |
| YTD | -8.9% | +59.6% | -68.6% | -20.7% |
| 1Y | +13.3% | +79.4% | -66.1% | -5.1% |
| 3Y | +115.4% | +269.4% | -154.0% | +42.1% |
| All | +93.1% | +628.1% | -535.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 5y: compounded portfolio wealth divided by compounded TRGP 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…
5y analysis · Full analysis span regression · 6 months rolling