+230.3%
TRV vs FOXA
+92.4%
+138.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.7% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | +1.7% | +5.0% | -3.3% | +0.1% |
| 3M | +23.9% | -3.0% | +26.9% | +23.8% |
| 6M | +26.3% | +14.8% | +11.5% | +19.3% |
| YTD | +30.8% | -8.9% | +39.7% | +32.5% |
| 1Y | +36.3% | +13.3% | +23.0% | +28.3% |
| 3Y | +145.0% | +115.4% | +29.6% | +83.0% |
| 5Y | +163.9% | +95.3% | +68.6% | +98.8% |
| All | +230.3% | +92.4% | +138.0% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling