-0.4%
TLT vs FOXA
+115.3%
-115.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.4% | -0.6% | +1.0% | +0.4% |
| 30D | -0.3% | +2.3% | -2.6% | -0.3% |
| 3M | -1.7% | -2.8% | +1.1% | -1.7% |
| 6M | -4.9% | +9.6% | -14.5% | -5.1% |
| YTD | -2.8% | -9.9% | +7.1% | -2.5% |
| 1Y | -4.2% | +5.4% | -9.6% | -4.3% |
| All | -0.4% | +115.3% | -115.6% | -5.4% |
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 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