+113.5%
FOXA vs TXG
+27.0%
+86.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.2% | +0.9% |
| 7D | +0.8% | +9.5% | -8.7% | 0.0% |
| 30D | +5.0% | +18.8% | -13.7% | +3.4% |
| 3M | -3.0% | +136.1% | -139.1% | -10.7% |
| 6M | +14.8% | +235.2% | -220.5% | +1.6% |
| YTD | -8.9% | +320.5% | -329.5% | -21.3% |
| 1Y | +13.3% | +425.2% | -411.9% | -4.9% |
| 3Y | +115.4% | +42.9% | +72.5% | +96.2% |
| 5Y | +95.3% | -62.8% | +158.1% | +88.5% |
| All | +113.5% | +27.0% | +86.5% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling