+59.7%
TEM vs FOXA
+101.9%
-42.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +3.2% | -0.6% | +3.9% | +3.5% |
| 30D | +23.5% | +2.3% | +21.2% | +20.8% |
| 3M | +32.3% | -2.8% | +35.2% | +30.9% |
| 6M | +23.0% | +9.6% | +13.4% | +9.4% |
| YTD | +8.9% | -9.9% | +18.8% | +14.8% |
| 1Y | -19.9% | +5.4% | -25.2% | -28.7% |
| All | +59.7% | +101.9% | -42.2% | -13.0% |
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