-10.4%
TSCO vs FANG
+232.6%
-243.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.1% |
| 3M | +6.3% | +7.6% | -1.2% | +5.2% |
| 6M | -32.3% | +17.3% | -49.6% | -34.1% |
| YTD | -32.7% | +38.7% | -71.4% | -36.1% |
| 1Y | -43.7% | +51.6% | -95.3% | -47.3% |
| 3Y | -19.7% | +50.0% | -69.6% | -26.0% |
| All | -10.4% | +232.6% | -243.0% | -19.4% |
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 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