+1,195.7%
TSM vs FOXA
+90.8%
+1,104.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.2% | +3.6% |
| 7D | +2.7% | -4.0% | +6.7% | +3.6% |
| 30D | +3.6% | +12.0% | -8.4% | +0.6% |
| 3M | -3.4% | +0.3% | -3.6% | -4.5% |
| 6M | +20.6% | +12.5% | +8.1% | +15.1% |
| YTD | +41.9% | -9.6% | +51.5% | +43.5% |
| 1Y | +84.4% | +8.6% | +75.8% | +76.2% |
| 3Y | +380.2% | +118.5% | +261.7% | +271.2% |
| 5Y | +275.3% | +88.8% | +186.6% | +199.1% |
| All | +1,195.7% | +90.8% | +1,104.9% | +843.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling