+181.9%
FANG vs TRI
+196.2%
-14.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | +2.9% | -7.9% | +10.8% | +5.0% |
| 30D | +2.6% | -4.5% | +7.1% | +3.5% |
| 3M | +7.6% | +22.1% | -14.5% | -0.1% |
| 6M | +17.3% | -2.8% | +20.1% | +15.8% |
| YTD | +38.7% | -23.4% | +62.1% | +47.9% |
| 1Y | +51.6% | -41.5% | +93.2% | +80.0% |
| 3Y | +50.0% | -19.2% | +69.2% | +47.5% |
| 5Y | +237.6% | -9.4% | +247.0% | +206.4% |
| All | +181.9% | +196.2% | -14.3% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling