+181.9%
FANG vs TSN
-4.9%
+186.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | +2.9% | +3.0% | -0.1% | +1.5% |
| 30D | +2.6% | -4.2% | +6.8% | +4.4% |
| 3M | +7.6% | -3.9% | +11.5% | +8.6% |
| 6M | +17.3% | -9.8% | +27.2% | +20.7% |
| YTD | +38.7% | -7.3% | +45.9% | +40.5% |
| 1Y | +51.6% | -2.2% | +53.9% | +49.2% |
| 3Y | +50.0% | +11.9% | +38.1% | +33.9% |
| 5Y | +237.6% | -16.9% | +254.5% | +241.4% |
| All | +181.9% | -4.9% | +186.8% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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