+336.3%
TPR vs FOXA
+90.8%
+245.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.9% |
| 7D | -2.3% | -4.0% | +1.7% | -0.1% |
| 30D | -23.0% | +12.0% | -34.9% | -28.5% |
| 3M | -12.5% | +0.3% | -12.7% | -15.2% |
| 6M | -21.4% | +12.5% | -33.9% | -30.1% |
| YTD | -3.5% | -9.6% | +6.1% | -1.9% |
| 1Y | +17.4% | +8.6% | +8.8% | +4.6% |
| 3Y | +291.3% | +118.5% | +172.7% | +109.6% |
| 5Y | +241.9% | +88.8% | +153.2% | +98.4% |
| All | +336.3% | +90.8% | +245.5% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling