+14.5%
TFC vs FOXA
+87.1%
-72.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.2% |
| 7D | -1.3% | -5.4% | +4.1% | +1.2% |
| 30D | -2.3% | +1.1% | -3.5% | -3.1% |
| 3M | +2.5% | -6.1% | +8.6% | +4.4% |
| 6M | +9.5% | +8.2% | +1.2% | +2.7% |
| YTD | +5.1% | -11.8% | +16.8% | +9.7% |
| 1Y | +15.5% | +9.9% | +5.6% | +5.9% |
| 3Y | +95.2% | +110.7% | -15.6% | +21.0% |
| 5Y | +14.5% | +86.9% | -72.5% | -28.6% |
| All | +14.5% | +87.1% | -72.6% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling