-16.0%
TEAM vs FANG
+45.3%
-61.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.2% | +2.9% | -8.1% | -5.7% |
| 30D | +15.8% | +2.6% | +13.1% | +15.2% |
| 3M | +101.5% | +7.6% | +93.9% | +97.6% |
| 6M | +138.2% | +17.3% | +120.9% | +127.8% |
| YTD | +10.8% | +38.7% | -27.8% | +1.1% |
| 1Y | +1.7% | +51.6% | -50.0% | -10.1% |
| 3Y | -16.0% | +50.0% | -66.0% | -29.2% |
| All | -16.0% | +45.3% | -61.3% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling