-48.5%
TE vs FOXA
+92.2%
-140.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.3% | +10.3% | +10.1% |
| 7D | +18.2% | -0.6% | +18.8% | +18.4% |
| 30D | -13.5% | +2.3% | -15.8% | -14.4% |
| 3M | -44.6% | -2.8% | -41.7% | -44.9% |
| 6M | -24.7% | +9.6% | -34.3% | -29.1% |
| YTD | -24.3% | -9.9% | -14.4% | -22.8% |
| 1Y | +155.6% | +5.4% | +150.2% | +144.3% |
| 3Y | -18.3% | +115.3% | -133.5% | -37.8% |
| 5Y | -41.3% | +93.1% | -134.4% | -54.2% |
| All | -48.5% | +92.2% | -140.7% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling