+1,152.1%
TSM vs FOXA
+98.3%
+1,053.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.3% | +4.0% |
| 7D | +4.4% | -2.4% | +6.8% | +5.1% |
| 30D | -7.0% | +8.6% | -15.6% | -8.8% |
| 3M | -1.8% | +9.9% | -11.7% | -4.4% |
| 6M | +2.7% | +0.8% | +1.9% | +1.2% |
| YTD | +37.1% | -6.1% | +43.2% | +37.1% |
| 1Y | +43.5% | +3.3% | +40.2% | +39.6% |
| 3Y | +341.5% | +133.5% | +208.0% | +235.1% |
| 5Y | +278.9% | +75.8% | +203.0% | +207.7% |
| All | +1,152.1% | +98.3% | +1,053.8% | +801.8% |
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 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