+148.6%
TE vs FANG
+43.7%
+104.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.2% | +0.3% |
| 7D | -4.0% | +0.8% | -4.8% | -3.5% |
| 30D | -15.9% | +7.6% | -23.5% | -12.0% |
| 3M | -60.5% | -1.3% | -59.3% | -59.9% |
| 6M | -35.2% | +14.7% | -49.9% | -28.2% |
| YTD | -31.1% | +34.8% | -65.9% | -18.8% |
| 1Y | +148.6% | +42.9% | +105.7% | +202.4% |
| All | +148.6% | +43.7% | +104.9% | +202.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling