+503.3%
TT vs FOXA
+90.8%
+412.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.8% |
| 7D | 0.0% | -4.0% | +4.0% | +1.1% |
| 30D | -7.2% | +12.0% | -19.1% | -10.4% |
| 3M | -3.0% | +0.3% | -3.2% | -4.2% |
| 6M | +1.4% | +12.5% | -11.1% | -4.0% |
| YTD | +15.9% | -9.6% | +25.5% | +17.5% |
| 1Y | +9.4% | +8.6% | +0.8% | +3.8% |
| 3Y | +124.4% | +118.5% | +5.8% | +64.5% |
| 5Y | +138.0% | +88.8% | +49.3% | +80.2% |
| All | +503.3% | +90.8% | +412.4% | +285.9% |
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