+38.8%
TMUS vs FOXA
+118.5%
-79.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.3% | -0.6% | +0.4% | -0.2% |
| 30D | +3.1% | +2.3% | +0.8% | +3.0% |
| 3M | +2.4% | -2.8% | +5.3% | +2.0% |
| 6M | -17.1% | +9.6% | -26.7% | -17.9% |
| YTD | -9.1% | -9.9% | +0.8% | -8.5% |
| 1Y | -23.6% | +5.4% | -29.0% | -24.4% |
| 3Y | +38.8% | +115.3% | -76.4% | +28.0% |
| All | +38.8% | +118.5% | -79.6% | +28.0% |
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 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