+90.1%
FOXA vs TXT
+53.4%
+36.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +2.9% | +2.4% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +5.4% | -10.2% | +15.6% | +10.0% |
| 3M | -3.7% | -13.3% | +9.5% | +1.4% |
| 6M | +12.6% | -14.4% | +26.9% | +18.6% |
| YTD | -10.0% | -9.1% | -0.9% | -7.9% |
| 1Y | +15.0% | -2.2% | +17.2% | +13.7% |
| 3Y | +115.1% | +5.1% | +110.0% | +101.3% |
| 5Y | +93.0% | +12.8% | +80.2% | +70.9% |
| All | +90.1% | +53.4% | +36.7% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling