+76.5%
TXN vs FOXA
+117.6%
-41.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.7% | +3.6% |
| 7D | +4.0% | +0.8% | +3.2% | +3.8% |
| 30D | -2.9% | +5.0% | -7.9% | -4.1% |
| 3M | -9.1% | -3.0% | -6.1% | -8.6% |
| 6M | +36.6% | +14.8% | +21.9% | +28.3% |
| YTD | +57.5% | -8.9% | +66.4% | +62.2% |
| 1Y | +49.5% | +13.3% | +36.2% | +38.6% |
| 3Y | +76.5% | +115.4% | -38.9% | +26.1% |
| All | +76.5% | +117.6% | -41.1% | +26.1% |
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