+316.3%
TPR vs FANG
+182.5%
+133.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | -3.0% | +2.9% | -5.9% | -3.8% |
| 30D | -22.6% | +2.6% | -25.3% | -23.3% |
| 3M | -18.2% | +7.6% | -25.8% | -20.3% |
| 6M | -18.0% | +17.3% | -35.3% | -23.0% |
| YTD | -6.4% | +38.7% | -45.1% | -16.7% |
| 1Y | +12.3% | +51.6% | -39.3% | -3.2% |
| 3Y | +298.7% | +50.0% | +248.7% | +236.1% |
| 5Y | +232.5% | +237.6% | -5.0% | +110.8% |
| All | +316.3% | +182.5% | +133.8% | +138.3% |
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