+69.5%
T vs FANG
+232.6%
-163.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.5% | +2.9% | -1.4% | +1.3% |
| 30D | +7.5% | +2.6% | +4.8% | +7.2% |
| 3M | +14.8% | +7.6% | +7.2% | +14.1% |
| 6M | -1.7% | +17.3% | -19.1% | -3.1% |
| YTD | +8.7% | +38.7% | -30.0% | +5.9% |
| 1Y | -7.5% | +51.6% | -59.1% | -10.5% |
| 3Y | +110.2% | +50.0% | +60.3% | +99.9% |
| All | +69.5% | +232.6% | -163.1% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 5y: compounded portfolio wealth divided by compounded FANG 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…
5y analysis · Full analysis span regression · 6 months rolling