+1,440.5%
FANG vs TRI
+393.9%
+1,046.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | +2.9% | -7.9% | +10.8% | +5.5% |
| 30D | +2.6% | -4.5% | +7.1% | +3.7% |
| 3M | +7.6% | +22.1% | -14.5% | -1.9% |
| 6M | +17.3% | -2.8% | +20.1% | +15.1% |
| YTD | +38.7% | -23.4% | +62.1% | +48.6% |
| 1Y | +51.6% | -41.5% | +93.2% | +83.8% |
| 3Y | +50.0% | -19.2% | +69.2% | +47.2% |
| 5Y | +237.6% | -9.4% | +247.0% | +202.9% |
| 10Y | +180.7% | +195.6% | -14.9% | +17.8% |
| All | +1,440.5% | +393.9% | +1,046.6% | +384.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling