+1,440.5%
FANG vs TDY
+846.7%
+593.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.1% |
| 7D | +2.9% | -1.1% | +4.0% | +3.7% |
| 30D | +2.6% | -12.0% | +14.7% | +12.2% |
| 3M | +7.6% | -3.2% | +10.8% | +8.9% |
| 6M | +17.3% | -7.9% | +25.2% | +21.3% |
| YTD | +38.7% | +18.2% | +20.5% | +17.8% |
| 1Y | +51.6% | +6.7% | +45.0% | +38.3% |
| 3Y | +50.0% | +47.5% | +2.4% | +3.1% |
| 5Y | +237.6% | +39.5% | +198.1% | +132.7% |
| 10Y | +180.7% | +477.2% | -296.5% | -18.4% |
| All | +1,440.5% | +846.7% | +593.8% | +252.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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