+90.3%
FOXA vs TYL
+72.2%
+18.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.9% |
| 7D | -0.6% | -7.6% | +7.0% | +1.5% |
| 30D | +2.3% | +11.3% | -9.0% | -0.9% |
| 3M | -2.8% | +14.5% | -17.4% | -6.8% |
| 6M | +9.6% | -7.1% | +16.7% | +10.8% |
| YTD | -9.9% | -23.4% | +13.5% | -4.6% |
| 1Y | +5.4% | -38.6% | +43.9% | +18.6% |
| 3Y | +115.3% | -11.3% | +126.6% | +115.1% |
| 5Y | +93.1% | -28.0% | +121.0% | +99.2% |
| All | +90.3% | +72.2% | +18.1% | +28.2% |
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