+99.6%
FOXA vs TYL
+110.0%
-10.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +2.7% | +0.8% | +1.8% | +2.4% |
| 30D | +10.0% | +21.1% | -11.1% | +4.2% |
| 3M | +5.0% | +28.9% | -23.9% | -2.5% |
| 6M | +3.4% | +42.0% | -38.6% | -6.9% |
| YTD | -5.5% | -6.6% | +1.1% | -5.4% |
| 1Y | +5.5% | -9.1% | +14.6% | +6.3% |
| 3Y | +139.3% | +1.8% | +137.5% | +130.3% |
| 5Y | +77.2% | -22.9% | +100.1% | +80.7% |
| All | +99.6% | +110.0% | -10.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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