+45.5%
TFC vs FOXA
+90.8%
-45.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.9% |
| 7D | +2.4% | -4.0% | +6.4% | +4.6% |
| 30D | -1.3% | +12.0% | -13.3% | -7.5% |
| 3M | +6.1% | +0.3% | +5.8% | +4.1% |
| 6M | +7.3% | +12.5% | -5.1% | -2.2% |
| YTD | +8.2% | -9.6% | +17.8% | +11.2% |
| 1Y | +14.4% | +8.6% | +5.8% | +4.9% |
| 3Y | +93.7% | +118.5% | -24.8% | +15.9% |
| 5Y | +16.4% | +88.8% | -72.4% | -25.7% |
| All | +45.5% | +90.8% | -45.3% | -23.7% |
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