+890.1%
TTMI vs FOXA
+117.6%
+772.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +3.2% |
| 7D | +0.7% | +0.8% | -0.1% | +0.6% |
| 30D | -8.4% | +5.0% | -13.5% | -9.2% |
| 3M | -32.5% | -3.0% | -29.4% | -31.5% |
| 6M | +32.5% | +14.8% | +17.7% | +25.8% |
| YTD | +83.2% | -8.9% | +92.2% | +90.5% |
| 1Y | +161.7% | +13.3% | +148.3% | +143.1% |
| 3Y | +890.1% | +115.4% | +774.7% | +510.5% |
| All | +890.1% | +117.6% | +772.5% | +510.5% |
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