+221.9%
TRV vs FOXA
+86.3%
+135.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | +0.2% | -5.4% | +5.6% | +1.8% |
| 30D | -2.3% | +1.1% | -3.5% | -2.8% |
| 3M | +22.7% | -6.1% | +28.8% | +23.7% |
| 6M | +21.9% | +8.2% | +13.7% | +17.2% |
| YTD | +27.5% | -11.8% | +39.3% | +30.3% |
| 1Y | +36.2% | +9.9% | +26.3% | +29.3% |
| 3Y | +140.6% | +110.7% | +29.9% | +80.8% |
| 5Y | +154.5% | +86.9% | +67.6% | +94.4% |
| All | +221.9% | +86.3% | +135.6% | +117.4% |
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