+1,107.8%
TSM vs FOXA
+99.6%
+1,008.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -2.6% |
| 7D | +6.2% | +2.7% | +3.5% | +5.5% |
| 30D | -7.3% | +10.0% | -17.3% | -9.4% |
| 3M | -7.1% | +5.0% | -12.1% | -8.6% |
| 6M | +0.2% | +3.4% | -3.2% | -1.9% |
| YTD | +32.2% | -5.5% | +37.7% | +32.0% |
| 1Y | +42.8% | +5.5% | +37.3% | +38.1% |
| 3Y | +330.4% | +139.3% | +191.1% | +224.3% |
| 5Y | +263.9% | +77.2% | +186.7% | +194.9% |
| All | +1,107.8% | +99.6% | +1,008.2% | +768.3% |
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