+50.0%
FANG vs TLN
+471.2%
-421.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +2.9% | -1.3% | +4.2% | +3.0% |
| 30D | +2.6% | -14.3% | +17.0% | +3.8% |
| 3M | +7.6% | -9.3% | +16.9% | +8.1% |
| 6M | +17.3% | -1.1% | +18.4% | +15.9% |
| YTD | +38.7% | -16.6% | +55.2% | +38.9% |
| 1Y | +51.6% | -22.0% | +73.6% | +52.6% |
| 3Y | +50.0% | +470.2% | -420.2% | +17.7% |
| All | +50.0% | +471.2% | -421.3% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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