+93.6%
TFC vs FOXA
+127.5%
-33.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.5% |
| 7D | +0.1% | -2.9% | +3.0% | +1.2% |
| 30D | +8.6% | +5.1% | +3.5% | +6.4% |
| 3M | -4.3% | +4.7% | -9.0% | -6.4% |
| 6M | +5.4% | -0.2% | +5.7% | +4.4% |
| YTD | +4.5% | -9.2% | +13.7% | +8.0% |
| 1Y | +14.0% | -0.6% | +14.6% | +12.2% |
| All | +93.6% | +127.5% | -33.9% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling