+317.5%
TMUS vs FANG
+182.5%
+135.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +0.4% | +2.9% | -2.4% | +0.1% |
| 30D | +3.5% | +2.6% | +0.9% | +3.2% |
| 3M | -1.3% | +7.6% | -8.9% | -2.2% |
| 6M | -13.6% | +17.3% | -30.9% | -15.4% |
| YTD | -8.8% | +38.7% | -47.4% | -12.3% |
| 1Y | -22.9% | +51.6% | -74.5% | -26.7% |
| 3Y | +36.7% | +50.0% | -13.2% | +28.2% |
| 5Y | +46.6% | +237.6% | -191.0% | +22.6% |
| All | +317.5% | +182.5% | +135.0% | +217.4% |
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