-30.5%
TSCO vs FANG
+32.1%
-62.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | -0.2% |
| 7D | +8.8% | -13.0% | +21.8% | +6.5% |
| 30D | +13.4% | -2.9% | +16.3% | +12.5% |
| 3M | +10.3% | -3.0% | +13.3% | +9.6% |
| 6M | +13.7% | -11.9% | +25.7% | +12.4% |
| YTD | -25.4% | +21.5% | -46.9% | -31.6% |
| 1Y | -30.5% | +34.0% | -64.4% | -36.4% |
| All | -30.5% | +32.1% | -62.6% | -36.4% |
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 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