-32.8%
TTD vs FOXA
+90.1%
-122.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | -0.3% |
| 7D | -7.4% | -3.7% | -3.7% | -5.8% |
| 30D | +3.0% | +5.4% | -2.3% | +0.4% |
| 3M | -27.6% | -3.7% | -23.9% | -27.8% |
| 6M | -49.5% | +12.6% | -62.1% | -53.7% |
| YTD | -63.2% | -10.0% | -53.2% | -62.4% |
| 1Y | -69.7% | +15.0% | -84.8% | -72.8% |
| 3Y | -83.3% | +115.1% | -198.4% | -89.2% |
| 5Y | -80.8% | +93.0% | -173.8% | -86.6% |
| All | -32.8% | +90.1% | -122.9% | -60.3% |
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