+160.1%
TMUS vs FOXA
+86.3%
+73.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | -5.3% | -5.4% | +0.1% | -4.3% |
| 30D | +0.1% | +1.1% | -1.0% | -0.1% |
| 3M | -0.6% | -6.1% | +5.5% | 0.0% |
| 6M | -17.5% | +8.2% | -25.8% | -19.5% |
| YTD | -11.3% | -11.8% | +0.5% | -9.8% |
| 1Y | -25.4% | +9.9% | -35.3% | -27.9% |
| 3Y | +35.5% | +110.7% | -75.2% | +11.1% |
| 5Y | +41.9% | +86.9% | -45.0% | +18.2% |
| All | +160.1% | +86.3% | +73.8% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling