+56.5%
TEL vs FOXA
+93.7%
-37.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.2% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | -0.7% | +5.0% | -5.7% | -2.4% |
| 3M | +2.4% | -3.0% | +5.5% | +2.3% |
| 6M | +4.1% | +14.8% | -10.6% | -3.2% |
| YTD | -5.8% | -8.9% | +3.1% | -4.1% |
| 1Y | +0.9% | +13.3% | -12.4% | -6.7% |
| 3Y | +72.6% | +115.4% | -42.8% | +19.6% |
| All | +56.5% | +93.7% | -37.1% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling