+145.2%
TE vs FOXA
+16.6%
+128.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.7% |
| 7D | +0.2% | +0.8% | -0.6% | +0.3% |
| 30D | -5.9% | +5.0% | -11.0% | -5.8% |
| 3M | -45.6% | -3.0% | -42.5% | -43.5% |
| 6M | -43.4% | +14.8% | -58.1% | -44.7% |
| YTD | -31.0% | -8.9% | -22.1% | -30.0% |
| 1Y | +145.2% | +13.3% | +131.9% | +193.9% |
| All | +145.2% | +16.6% | +128.7% | +193.9% |
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