-2.7%
TLT vs FANG
+1,395.6%
-1,398.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.5% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | 0.0% | +2.4% | -2.4% | +0.1% |
| 3M | -2.9% | +4.9% | -7.8% | -2.5% |
| 6M | -6.3% | +12.0% | -18.3% | -5.4% |
| YTD | -3.3% | +37.1% | -40.4% | -1.3% |
| 1Y | -4.2% | +52.3% | -56.5% | -1.5% |
| 3Y | -1.7% | +45.0% | -46.6% | +1.4% |
| 5Y | -34.9% | +231.0% | -265.9% | -28.6% |
| 10Y | -19.8% | +177.5% | -197.3% | -10.2% |
| All | -2.7% | +1,395.6% | -1,398.3% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling