-72.0%
TTD vs FOXA
+11.1%
-83.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +2.0% |
| 7D | +3.7% | +9.9% | -6.2% | +1.5% |
| 30D | +10.4% | +10.0% | +0.5% | +8.2% |
| 3M | -31.6% | +18.4% | -50.0% | -33.9% |
| 6M | -45.1% | +12.2% | -57.3% | -47.6% |
| YTD | -65.1% | -3.8% | -61.4% | -62.4% |
| 1Y | -72.0% | +8.9% | -80.9% | -71.8% |
| All | -72.0% | +11.1% | -83.1% | -71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling