+199.1%
TXN vs FOXA
+90.1%
+109.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.1% | -1.7% |
| 7D | +2.0% | -3.7% | +5.7% | +3.1% |
| 30D | -8.0% | +5.4% | -13.3% | -9.6% |
| 3M | -7.8% | -3.7% | -4.0% | -7.9% |
| 6M | +32.4% | +12.6% | +19.8% | +24.9% |
| YTD | +51.7% | -10.0% | +61.7% | +53.9% |
| 1Y | +44.3% | +15.0% | +29.3% | +33.7% |
| 3Y | +71.3% | +115.1% | -43.8% | +27.5% |
| 5Y | +56.4% | +93.0% | -36.6% | +18.8% |
| All | +199.1% | +90.1% | +109.0% | +109.0% |
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