+256.1%
TPR vs FOXA
+70.7%
+185.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | +14.2% | +5.4% | +8.8% | +11.6% |
| 30D | +17.1% | +6.3% | +10.8% | +14.0% |
| 3M | -17.7% | +8.3% | -26.0% | -21.0% |
| 6M | -10.2% | +7.6% | -17.8% | -15.5% |
| YTD | +4.9% | -7.9% | +12.9% | +6.4% |
| 1Y | +36.1% | +2.4% | +33.8% | +30.1% |
| 3Y | +416.5% | +120.3% | +296.1% | +207.6% |
| All | +256.1% | +70.7% | +185.4% | +160.8% |
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