+306.2%
TPR vs FOXA
+86.3%
+219.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.1% |
| 7D | -7.3% | -5.4% | -1.9% | -4.3% |
| 30D | -30.7% | +1.1% | -31.9% | -31.6% |
| 3M | -21.6% | -6.1% | -15.5% | -21.0% |
| 6M | -21.3% | +8.2% | -29.6% | -28.3% |
| YTD | -10.2% | -11.8% | +1.6% | -7.4% |
| 1Y | +9.5% | +9.9% | -0.4% | -3.2% |
| 3Y | +280.8% | +110.7% | +170.0% | +108.8% |
| 5Y | +218.7% | +86.9% | +131.8% | +85.4% |
| All | +306.2% | +86.3% | +219.9% | +89.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling