+145.2%
TE vs FANG
+52.7%
+92.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.5% |
| 7D | +0.2% | +2.9% | -2.7% | +1.8% |
| 30D | -5.9% | +2.6% | -8.5% | -4.3% |
| 3M | -45.6% | +7.6% | -53.1% | -42.2% |
| 6M | -43.4% | +17.3% | -60.7% | -36.6% |
| YTD | -31.0% | +38.7% | -69.7% | -18.2% |
| 1Y | +145.2% | +51.6% | +93.6% | +228.7% |
| All | +145.2% | +52.7% | +92.6% | +228.7% |
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