+151.8%
TGT vs FOXA
+90.1%
+61.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.7% |
| 7D | -5.0% | -3.7% | -1.3% | -4.2% |
| 30D | +3.0% | +5.4% | -2.3% | +1.5% |
| 3M | +22.6% | -3.7% | +26.3% | +22.7% |
| 6M | +31.2% | +12.6% | +18.6% | +25.3% |
| YTD | +63.7% | -10.0% | +73.7% | +65.9% |
| 1Y | +78.5% | +15.0% | +63.5% | +68.2% |
| 3Y | +40.5% | +115.1% | -74.6% | +10.7% |
| 5Y | -25.6% | +93.0% | -118.6% | -40.2% |
| All | +151.8% | +90.1% | +61.7% | +91.0% |
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 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