-48.9%
TSLL vs FOXA
+3.3%
-52.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.3% | +10.8% |
| 7D | -14.3% | +7.9% | -22.2% | -14.5% |
| 30D | -6.2% | +8.5% | -14.6% | -6.7% |
| 3M | +21.2% | +6.2% | +15.0% | +20.5% |
| 6M | -36.6% | +8.0% | -44.6% | -38.1% |
| YTD | -47.8% | -6.5% | -41.3% | -46.4% |
| All | -48.9% | +3.3% | -52.2% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling