+56.5%
TEL vs FANG
+232.6%
-176.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 3M | +2.4% | +7.6% | -5.1% | +0.5% |
| 6M | +4.1% | +17.3% | -13.2% | -0.9% |
| YTD | -5.8% | +38.7% | -44.5% | -14.4% |
| 1Y | +0.9% | +51.6% | -50.8% | -10.7% |
| 3Y | +72.6% | +50.0% | +22.6% | +50.3% |
| All | +56.5% | +232.6% | -176.1% | +12.6% |
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