+1,282.5%
TSEM vs FANG
+182.5%
+1,100.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -4.9% | +2.9% | -7.8% | -5.4% |
| 30D | -18.7% | +2.6% | -21.4% | -19.2% |
| 3M | -18.1% | +7.6% | -25.7% | -19.4% |
| 6M | +77.1% | +17.3% | +59.8% | +70.9% |
| YTD | +80.1% | +38.7% | +41.5% | +67.8% |
| 1Y | +220.4% | +51.6% | +168.7% | +192.7% |
| 3Y | +650.1% | +50.0% | +600.1% | +581.4% |
| 5Y | +628.9% | +237.6% | +391.3% | +450.2% |
| All | +1,282.5% | +182.5% | +1,100.0% | +896.9% |
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