+119.4%
FOXA vs TYL
-6.4%
+125.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.6% | -2.4% |
| 7D | -4.0% | -3.7% | -0.3% | -3.1% |
| 30D | +12.0% | +18.7% | -6.8% | +7.0% |
| 3M | +0.3% | +18.1% | -17.9% | -4.3% |
| 6M | +12.5% | -1.1% | +13.6% | +11.7% |
| YTD | -9.6% | -19.8% | +10.2% | -6.2% |
| 1Y | +8.6% | -34.3% | +42.9% | +18.5% |
| All | +119.4% | -6.4% | +125.8% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling