+234.9%
TPR vs FANG
+108.7%
+126.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -0.3% | +4.0% | -4.3% | -1.1% |
| 30D | +15.1% | -5.8% | +20.9% | +16.1% |
| 3M | +3.5% | -6.7% | +10.2% | +4.4% |
| 6M | +0.4% | -6.4% | +6.9% | +0.6% |
| YTD | +4.6% | +25.9% | -21.3% | -4.5% |
| 1Y | +33.1% | +31.1% | +2.0% | +19.9% |
| 3Y | +396.0% | +31.3% | +364.6% | +332.0% |
| All | +234.9% | +108.7% | +126.2% | +146.6% |
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