+95.7%
TT vs FOXA
+123.0%
-27.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.5% |
| 7D | +1.7% | +7.9% | -6.1% | +1.1% |
| 30D | -11.8% | +8.5% | -20.3% | -12.5% |
| 3M | -12.6% | +6.2% | -18.8% | -13.2% |
| 6M | -9.4% | +8.0% | -17.4% | -10.6% |
| YTD | +8.8% | -6.5% | +15.3% | +10.9% |
| 1Y | -2.5% | +3.6% | -6.1% | -3.4% |
| 3Y | +95.7% | +136.0% | -40.4% | +73.6% |
| All | +95.7% | +123.0% | -27.4% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling