+472.2%
TT vs FOXA
+98.3%
+373.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.7% |
| 7D | +3.5% | -2.4% | +5.9% | +4.2% |
| 30D | -11.0% | +8.6% | -19.6% | -13.3% |
| 3M | -12.0% | +9.9% | -21.9% | -14.8% |
| 6M | -10.4% | +0.8% | -11.3% | -12.1% |
| YTD | +9.9% | -6.1% | +16.0% | +9.8% |
| 1Y | +1.5% | +3.3% | -1.8% | -1.9% |
| 3Y | +93.7% | +133.5% | -39.8% | +38.8% |
| 5Y | +139.2% | +75.8% | +63.4% | +86.2% |
| All | +472.2% | +98.3% | +373.9% | +260.7% |
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