+115.4%
FOXA vs TRI
-18.9%
+134.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | +0.8% | -7.9% | +8.7% | +2.1% |
| 30D | +5.0% | -4.5% | +9.6% | +5.6% |
| 3M | -3.0% | +22.1% | -25.1% | -6.6% |
| 6M | +14.8% | -2.8% | +17.5% | +13.8% |
| YTD | -8.9% | -23.4% | +14.5% | -6.2% |
| 1Y | +13.3% | -41.5% | +54.9% | +22.3% |
| 3Y | +115.4% | -19.2% | +134.6% | +121.1% |
| All | +115.4% | -18.9% | +134.3% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling