+107.9%
FOXA vs TSLQ
-97.3%
+205.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -5.4% | -8.0% | +2.6% | -5.8% |
| 30D | +1.1% | -23.8% | +24.9% | -0.2% |
| 3M | -6.1% | -7.0% | +0.9% | -5.7% |
| 6M | +8.2% | -17.1% | +25.3% | +8.6% |
| YTD | -11.8% | +0.1% | -11.8% | -10.1% |
| 1Y | +9.9% | -51.2% | +61.1% | +7.4% |
| 3Y | +110.7% | -95.9% | +206.7% | +91.8% |
| All | +107.9% | -97.3% | +205.1% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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