+181.2%
TSCO vs FANG
+182.5%
-1.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.7% | +2.9% | -8.5% | -5.9% |
| 30D | -8.8% | +2.6% | -11.4% | -9.0% |
| 3M | +6.3% | +7.6% | -1.2% | +5.3% |
| 6M | -32.3% | +17.3% | -49.6% | -33.8% |
| YTD | -32.7% | +38.7% | -71.4% | -35.5% |
| 1Y | -43.7% | +51.6% | -95.3% | -46.6% |
| 3Y | -19.7% | +50.0% | -69.6% | -24.6% |
| 5Y | -11.6% | +237.6% | -249.2% | -24.7% |
| All | +181.2% | +182.5% | -1.2% | +135.4% |
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