+1,193.1%
TSM vs FOXA
+90.1%
+1,102.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.2% |
| 7D | +2.6% | -3.7% | +6.4% | +3.5% |
| 30D | +1.4% | +5.4% | -3.9% | -0.1% |
| 3M | +5.0% | -3.7% | +8.7% | +4.8% |
| 6M | +24.0% | +12.6% | +11.4% | +18.3% |
| YTD | +41.6% | -10.0% | +51.5% | +43.3% |
| 1Y | +66.2% | +15.0% | +51.1% | +56.3% |
| 3Y | +398.2% | +115.1% | +283.1% | +286.8% |
| 5Y | +277.6% | +93.0% | +184.6% | +199.1% |
| All | +1,193.1% | +90.1% | +1,102.9% | +842.6% |
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 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