+106.7%
FOXA vs TXG
+24.6%
+82.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.3% |
| 7D | -5.4% | +9.1% | -14.6% | -6.1% |
| 30D | +1.1% | +14.9% | -13.7% | -0.2% |
| 3M | -6.1% | +120.0% | -126.1% | -13.0% |
| 6M | +8.2% | +221.8% | -213.6% | -3.8% |
| YTD | -11.8% | +312.6% | -324.4% | -23.6% |
| 1Y | +9.9% | +398.4% | -388.5% | -7.3% |
| 3Y | +110.7% | +42.1% | +68.7% | +92.0% |
| 5Y | +86.9% | -63.5% | +150.4% | +80.7% |
| All | +106.7% | +24.6% | +82.1% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling