-83.8%
TTD vs FOXA
+115.3%
-199.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.7% |
| 7D | +1.7% | -0.6% | +2.4% | +2.0% |
| 30D | +1.6% | +2.3% | -0.7% | +0.6% |
| 3M | -27.8% | -2.8% | -25.0% | -28.2% |
| 6M | -52.1% | +9.6% | -61.7% | -55.2% |
| YTD | -63.1% | -9.9% | -53.2% | -61.8% |
| 1Y | -73.1% | +5.4% | -78.4% | -74.4% |
| All | -83.8% | +115.3% | -199.1% | -88.8% |
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 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