+50.0%
FANG vs TRU
-1.3%
+51.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +2.9% | -2.7% | +5.6% | +3.3% |
| 30D | +2.6% | -2.0% | +4.7% | +2.8% |
| 3M | +7.6% | +18.4% | -10.9% | +4.1% |
| 6M | +17.3% | +8.9% | +8.5% | +14.4% |
| YTD | +38.7% | -8.9% | +47.6% | +39.8% |
| 1Y | +51.6% | -15.9% | +67.5% | +55.3% |
| 3Y | +50.0% | -1.1% | +51.0% | +47.9% |
| All | +50.0% | -1.3% | +51.3% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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