-0.2%
FOXA vs TXT
-8.0%
+7.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.2% |
| 7D | -2.9% | -1.1% | -1.8% | -2.8% |
| 30D | +5.1% | +13.3% | -8.1% | +4.3% |
| 3M | +4.7% | -5.1% | +9.8% | +4.3% |
| 6M | -0.2% | -7.1% | +6.9% | -2.0% |
| All | -0.2% | -8.0% | +7.7% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling