-25.1%
TGT vs FOXA
+93.7%
-118.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | -5.2% | +0.8% | -6.0% | -5.5% |
| 30D | +1.2% | +5.0% | -3.9% | -0.7% |
| 3M | +18.4% | -3.0% | +21.4% | +18.4% |
| 6M | +33.4% | +14.8% | +18.7% | +24.1% |
| YTD | +63.8% | -8.9% | +72.7% | +66.9% |
| 1Y | +77.2% | +13.3% | +63.8% | +63.5% |
| 3Y | +41.8% | +115.4% | -73.6% | -3.5% |
| All | -25.1% | +93.7% | -118.8% | -48.4% |
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