+41.8%
TFC vs FOXA
+90.1%
-48.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.7% |
| 7D | -2.5% | -3.7% | +1.3% | -0.6% |
| 30D | -2.8% | +5.4% | -8.2% | -5.7% |
| 3M | +2.1% | -3.7% | +5.9% | +2.5% |
| 6M | +10.1% | +12.6% | -2.5% | +0.3% |
| YTD | +5.4% | -10.0% | +15.4% | +8.5% |
| 1Y | +16.3% | +15.0% | +1.3% | +3.2% |
| 3Y | +95.9% | +115.1% | -19.2% | +18.3% |
| 5Y | +16.0% | +93.0% | -77.0% | -26.9% |
| All | +41.8% | +90.1% | -48.4% | -25.6% |
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