+96.7%
FOXA vs TW
+211.4%
-114.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.4% |
| 7D | -0.6% | -3.5% | +2.9% | +0.1% |
| 30D | +2.3% | +0.5% | +1.8% | +2.2% |
| 3M | -2.8% | +4.9% | -7.8% | -4.2% |
| 6M | +9.6% | -17.1% | +26.7% | +13.6% |
| YTD | -9.9% | -3.9% | -6.0% | -10.0% |
| 1Y | +5.4% | -13.3% | +18.6% | +7.7% |
| 3Y | +115.3% | +20.9% | +94.4% | +97.7% |
| 5Y | +93.1% | +20.5% | +72.6% | +73.8% |
| All | +96.7% | +211.4% | -114.7% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling