+251.7%
TDG vs FOXA
+92.4%
+159.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.7% |
| 7D | -1.9% | +0.8% | -2.7% | -2.2% |
| 30D | -7.7% | +5.0% | -12.7% | -9.8% |
| 3M | -9.3% | -3.0% | -6.3% | -9.7% |
| 6M | -9.4% | +14.8% | -24.1% | -16.7% |
| YTD | -14.3% | -8.9% | -5.3% | -12.7% |
| 1Y | -11.8% | +13.3% | -25.2% | -19.3% |
| 3Y | +52.0% | +115.4% | -63.4% | -1.2% |
| 5Y | +128.8% | +95.3% | +33.6% | +52.2% |
| All | +251.7% | +92.4% | +159.4% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling