+91.7%
FOXA vs TXT
+63.3%
+28.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.6% |
| 7D | -2.9% | -1.1% | -1.8% | -2.5% |
| 30D | +5.1% | +13.3% | -8.1% | -0.3% |
| 3M | +4.7% | -5.1% | +9.8% | +6.4% |
| 6M | -0.2% | -7.1% | +6.9% | +1.6% |
| YTD | -9.2% | -3.2% | -6.0% | -9.9% |
| 1Y | -0.6% | +2.3% | -2.9% | -3.6% |
| 3Y | +125.7% | +11.1% | +114.6% | +106.0% |
| 5Y | +70.2% | +10.0% | +60.2% | +52.3% |
| All | +91.7% | +63.3% | +28.3% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling