+8.9%
FOXA vs TXT
+9.2%
-0.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +3.9% |
| 7D | +9.9% | +10.6% | -0.8% | +8.5% |
| 30D | +10.0% | +14.4% | -4.4% | +8.2% |
| 3M | +18.4% | -2.7% | +21.2% | +18.5% |
| 6M | +12.2% | -4.7% | +16.9% | +12.0% |
| YTD | -3.8% | -0.5% | -3.3% | -5.1% |
| 1Y | +8.9% | +8.7% | +0.2% | +6.9% |
| All | +8.9% | +9.2% | -0.2% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling