+112.9%
FOXA vs TW
+20.3%
+92.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.1% |
| 7D | -3.7% | -2.7% | -1.0% | -3.5% |
| 30D | +5.4% | -1.7% | +7.1% | +5.5% |
| 3M | -3.7% | +1.6% | -5.3% | -4.1% |
| 6M | +12.6% | -17.7% | +30.3% | +13.8% |
| YTD | -10.0% | -4.3% | -5.6% | -10.0% |
| 1Y | +15.0% | -13.1% | +28.1% | +16.0% |
| All | +112.9% | +20.3% | +92.7% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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