+252.9%
FANG vs TRU
+228.8%
+24.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | +2.9% | -2.7% | +5.6% | +3.9% |
| 30D | +2.6% | -2.0% | +4.7% | +3.1% |
| 3M | +7.6% | +18.4% | -10.9% | -0.6% |
| 6M | +17.3% | +8.9% | +8.5% | +10.3% |
| YTD | +38.7% | -8.9% | +47.6% | +38.2% |
| 1Y | +51.6% | -15.9% | +67.5% | +55.2% |
| 3Y | +50.0% | -1.1% | +51.0% | +33.5% |
| 5Y | +237.6% | -35.2% | +272.7% | +265.4% |
| 10Y | +180.7% | +145.3% | +35.4% | +70.2% |
| All | +252.9% | +228.8% | +24.1% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling