+802.2%
TTMI vs FOXA
+90.4%
+711.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.0% |
| 7D | +6.0% | -3.7% | +9.8% | +6.8% |
| 30D | -6.4% | +5.4% | -11.8% | -7.7% |
| 3M | -28.9% | -3.7% | -25.2% | -28.6% |
| 6M | +26.9% | +12.6% | +14.3% | +19.6% |
| YTD | +77.3% | -10.0% | +87.3% | +81.3% |
| 1Y | +147.5% | +15.0% | +132.5% | +126.7% |
| 3Y | +847.6% | +115.1% | +732.5% | +557.4% |
| 5Y | +802.2% | +93.0% | +709.2% | +531.3% |
| All | +802.2% | +90.4% | +711.8% | +531.3% |
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