+1,152.3%
TSEM vs FOXA
+92.4%
+1,060.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | -4.9% | +0.8% | -5.7% | -5.1% |
| 30D | -18.7% | +5.0% | -23.8% | -19.9% |
| 3M | -18.1% | -3.0% | -15.1% | -18.4% |
| 6M | +77.1% | +14.8% | +62.3% | +67.0% |
| YTD | +80.1% | -8.9% | +89.1% | +82.1% |
| 1Y | +220.4% | +13.3% | +207.1% | +201.1% |
| 3Y | +650.1% | +115.4% | +534.7% | +478.5% |
| 5Y | +628.9% | +95.3% | +533.6% | +467.7% |
| All | +1,152.3% | +92.4% | +1,060.0% | +821.8% |
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 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