+90.3%
FOXA vs TRMB
+50.9%
+39.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -0.6% | -0.3% | -0.4% | -0.5% |
| 30D | +2.3% | -1.2% | +3.6% | +2.5% |
| 3M | -2.8% | +9.6% | -12.5% | -5.9% |
| 6M | +9.6% | -16.1% | +25.7% | +14.7% |
| YTD | -9.9% | -25.0% | +15.1% | -2.6% |
| 1Y | +5.4% | -27.7% | +33.1% | +14.9% |
| 3Y | +115.3% | +15.3% | +100.0% | +98.3% |
| 5Y | +93.1% | -37.4% | +130.5% | +111.1% |
| All | +90.3% | +50.9% | +39.4% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling