+46.6%
TEM vs FOXA
+104.1%
-57.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.1% |
| 7D | -8.7% | +0.8% | -9.5% | -9.0% |
| 30D | +8.1% | +5.0% | +3.0% | +4.3% |
| 3M | +19.0% | -3.0% | +22.0% | +18.3% |
| 6M | +12.0% | +14.8% | -2.7% | -3.8% |
| YTD | -0.1% | -8.9% | +8.8% | +4.8% |
| 1Y | -33.5% | +13.3% | -46.9% | -45.0% |
| All | +46.6% | +104.1% | -57.5% | -20.6% |
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