+168.9%
FANG vs TW
+206.7%
-37.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +2.9% | -4.5% | +7.4% | +4.4% |
| 30D | +2.6% | -2.3% | +4.9% | +3.3% |
| 3M | +7.6% | +2.6% | +5.0% | +5.8% |
| 6M | +17.3% | -17.5% | +34.9% | +23.9% |
| YTD | +38.7% | -5.3% | +44.0% | +38.9% |
| 1Y | +51.6% | -14.8% | +66.4% | +57.4% |
| 3Y | +50.0% | +18.8% | +31.1% | +33.6% |
| 5Y | +237.6% | +20.7% | +216.8% | +190.1% |
| All | +168.9% | +206.7% | -37.8% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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