-5.8%
TDG vs FOXA
+11.1%
-16.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.3% |
| 7D | +7.1% | +9.9% | -2.8% | +6.0% |
| 30D | +11.4% | +10.0% | +1.4% | +10.2% |
| 3M | -4.6% | +18.4% | -23.0% | -6.4% |
| 6M | +5.8% | +12.2% | -6.3% | +3.2% |
| YTD | -8.5% | -3.8% | -4.7% | -5.2% |
| 1Y | -5.8% | +8.9% | -14.8% | -3.5% |
| All | -5.8% | +11.1% | -16.9% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling