-53.1%
TE vs FANG
+184.8%
-237.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +0.2% | +2.9% | -2.7% | -0.2% |
| 30D | -5.9% | +2.6% | -8.5% | -6.4% |
| 3M | -45.6% | +7.6% | -53.1% | -46.5% |
| 6M | -43.4% | +17.3% | -60.7% | -45.4% |
| YTD | -31.0% | +38.7% | -69.7% | -35.6% |
| 1Y | +145.2% | +51.6% | +93.6% | +124.4% |
| 3Y | -24.1% | +50.0% | -74.0% | -29.8% |
| 5Y | -48.1% | +237.6% | -285.7% | -54.3% |
| All | -53.1% | +184.8% | -237.8% | -59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling