-49.3%
TE vs FANG
+232.6%
-281.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +0.2% | +2.9% | -2.7% | -0.8% |
| 30D | -5.9% | +2.6% | -8.5% | -7.0% |
| 3M | -45.6% | +7.6% | -53.1% | -47.8% |
| 6M | -43.4% | +17.3% | -60.7% | -48.5% |
| YTD | -31.0% | +38.7% | -69.7% | -42.5% |
| 1Y | +145.2% | +51.6% | +93.6% | +93.3% |
| 3Y | -24.1% | +50.0% | -74.0% | -39.6% |
| All | -49.3% | +232.6% | -281.9% | -68.4% |
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 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