+309.3%
TEL vs FANG
+182.5%
+126.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +1.6% | +2.9% | -1.3% | +1.0% |
| 30D | -0.7% | +2.6% | -3.3% | -1.3% |
| 3M | +2.4% | +7.6% | -5.1% | +0.3% |
| 6M | +4.1% | +17.3% | -13.2% | -0.8% |
| YTD | -5.8% | +38.7% | -44.5% | -14.0% |
| 1Y | +0.9% | +51.6% | -50.8% | -10.0% |
| 3Y | +72.6% | +50.0% | +22.6% | +51.9% |
| 5Y | +57.5% | +237.6% | -180.0% | +12.3% |
| All | +309.3% | +182.5% | +126.9% | +150.4% |
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 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