+42.4%
TMUS vs FOXA
+90.4%
-48.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | -5.8% | -3.7% | -2.0% | -5.2% |
| 30D | -0.2% | +5.4% | -5.6% | -1.0% |
| 3M | -4.0% | -3.7% | -0.2% | -3.9% |
| 6M | -18.1% | +12.6% | -30.7% | -20.2% |
| YTD | -11.3% | -10.0% | -1.4% | -10.3% |
| 1Y | -24.7% | +15.0% | -39.8% | -27.5% |
| 3Y | +35.4% | +115.1% | -79.7% | +11.3% |
| 5Y | +42.4% | +93.0% | -50.6% | +19.6% |
| All | +42.4% | +90.4% | -48.0% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling