+13.3%
FOXA vs TRMB
-28.6%
+41.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.3% | +0.9% |
| 7D | +0.8% | -3.0% | +3.8% | +1.3% |
| 30D | +5.0% | +2.3% | +2.7% | +4.6% |
| 3M | -3.0% | +15.3% | -18.3% | -5.1% |
| 6M | +14.8% | -14.7% | +29.5% | +16.8% |
| YTD | -8.9% | -26.4% | +17.5% | -4.4% |
| 1Y | +13.3% | -30.4% | +43.7% | +21.1% |
| All | +13.3% | -28.6% | +41.9% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling