+140.0%
TRV vs FOXA
+115.1%
+24.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.2% |
| 7D | -1.5% | -3.7% | +2.3% | -0.9% |
| 30D | -1.8% | +5.4% | -7.2% | -2.7% |
| 3M | +21.6% | -3.7% | +25.3% | +21.8% |
| 6M | +22.5% | +12.6% | +9.9% | +18.5% |
| YTD | +28.1% | -10.0% | +38.1% | +30.1% |
| 1Y | +37.0% | +15.0% | +22.0% | +30.9% |
| All | +140.0% | +115.1% | +24.9% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling