+16.2%
TFC vs FOXA
+4.1%
+12.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.4% |
| 7D | +2.3% | +2.7% | -0.4% | +1.7% |
| 30D | +10.8% | +10.0% | +0.8% | +8.8% |
| 3M | -3.8% | +5.0% | -8.8% | -4.7% |
| 6M | +9.6% | +3.4% | +6.2% | +9.2% |
| YTD | +5.8% | -5.5% | +11.3% | +6.8% |
| 1Y | +16.2% | +5.5% | +10.6% | +12.0% |
| All | +16.2% | +4.1% | +12.1% | +12.0% |
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 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