+982.4%
TTMI vs FOXA
+90.3%
+892.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +12.2% | -0.6% | +12.8% | +12.2% |
| 30D | -5.7% | +2.3% | -8.1% | -6.7% |
| 3M | -27.5% | -2.8% | -24.6% | -28.1% |
| 6M | +47.1% | +9.6% | +37.5% | +37.7% |
| YTD | +87.5% | -9.9% | +97.4% | +89.2% |
| 1Y | +175.2% | +5.4% | +169.8% | +157.6% |
| 3Y | +901.9% | +115.3% | +786.7% | +578.5% |
| 5Y | +843.5% | +93.1% | +750.4% | +551.1% |
| All | +982.4% | +90.3% | +892.1% | +550.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling