+17.4%
TPR vs FANG
+43.7%
-26.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.4% |
| 7D | -2.3% | +0.8% | -3.1% | -2.1% |
| 30D | -23.0% | +7.6% | -30.6% | -21.6% |
| 3M | -12.5% | -1.3% | -11.2% | -12.6% |
| 6M | -21.4% | +14.7% | -36.1% | -19.8% |
| YTD | -3.5% | +34.8% | -38.3% | -1.8% |
| 1Y | +17.4% | +42.9% | -25.6% | +21.1% |
| All | +17.4% | +43.7% | -26.4% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling