-10.5%
TEM vs FOXA
+11.1%
-21.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.8% | -6.6% | -2.8% |
| 7D | -1.3% | +9.9% | -11.2% | -1.4% |
| 30D | -9.5% | +10.0% | -19.5% | -9.8% |
| 3M | +60.7% | +18.4% | +42.3% | +58.1% |
| 6M | +35.5% | +12.2% | +23.3% | +29.5% |
| YTD | +28.0% | -3.8% | +31.8% | +26.6% |
| 1Y | -10.5% | +8.9% | -19.5% | +2.4% |
| All | -10.5% | +11.1% | -21.6% | +2.4% |
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