+3.3%
TLT vs FOXA
+127.5%
-124.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -1.4% |
| 7D | -2.7% | -2.9% | +0.2% | -2.7% |
| 30D | +2.2% | +5.1% | -3.0% | +2.1% |
| 3M | -1.7% | +4.7% | -6.4% | -1.8% |
| 6M | -4.0% | -0.2% | -3.7% | -4.0% |
| YTD | -4.9% | -9.2% | +4.3% | -4.7% |
| 1Y | -7.4% | -0.6% | -6.8% | -7.3% |
| All | +3.3% | +127.5% | -124.2% | -0.1% |
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