+73.2%
FANG vs TLN
+589.3%
-516.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.6% |
| 7D | -0.4% | +5.8% | -6.2% | -0.9% |
| 30D | +2.4% | -6.9% | +9.3% | +2.9% |
| 3M | +4.9% | -10.9% | +15.8% | +5.5% |
| 6M | +12.0% | -4.6% | +16.6% | +11.3% |
| YTD | +37.1% | -14.7% | +51.8% | +37.1% |
| 1Y | +52.3% | -17.9% | +70.2% | +52.2% |
| 3Y | +45.0% | +483.9% | -438.9% | +11.0% |
| All | +73.2% | +589.3% | -516.2% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling