+285.0%
TSM vs FOXA
+87.1%
+197.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | +4.8% | -5.4% | +10.2% | +5.9% |
| 30D | +4.0% | +1.1% | +2.9% | +3.6% |
| 3M | +2.0% | -6.1% | +8.1% | +2.6% |
| 6M | +25.5% | +8.2% | +17.3% | +21.0% |
| YTD | +44.0% | -11.8% | +55.8% | +47.2% |
| 1Y | +75.4% | +9.9% | +65.5% | +66.6% |
| 3Y | +406.7% | +110.7% | +296.0% | +284.1% |
| 5Y | +285.0% | +86.9% | +198.0% | +201.8% |
| All | +285.0% | +87.1% | +197.9% | +201.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling