-80.9%
TTD vs FOXA
+87.1%
-168.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.3% |
| 7D | -4.6% | -5.4% | +0.8% | -1.2% |
| 30D | +3.7% | +1.1% | +2.5% | +2.5% |
| 3M | -30.2% | -6.1% | -24.1% | -29.4% |
| 6M | -51.4% | +8.2% | -59.6% | -56.3% |
| YTD | -63.4% | -11.8% | -51.6% | -61.6% |
| 1Y | -73.5% | +9.9% | -83.4% | -76.9% |
| 3Y | -83.5% | +110.7% | -194.2% | -92.3% |
| 5Y | -80.9% | +86.9% | -167.9% | -90.3% |
| All | -80.9% | +87.1% | -168.1% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling