+2,330.7%
TSEM vs FANG
+1,416.0%
+914.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.3% | -4.2% |
| 7D | +0.9% | +1.2% | -0.3% | +0.6% |
| 30D | -16.6% | +2.4% | -19.0% | -17.1% |
| 3M | -10.9% | +5.1% | -16.0% | -12.0% |
| 6M | +78.0% | +16.4% | +61.6% | +71.8% |
| YTD | +77.2% | +39.0% | +38.2% | +64.6% |
| 1Y | +207.6% | +50.6% | +156.9% | +180.5% |
| 3Y | +637.8% | +46.9% | +590.9% | +570.2% |
| 5Y | +617.0% | +238.2% | +378.7% | +433.3% |
| 10Y | +1,270.7% | +181.3% | +1,089.4% | +826.6% |
| All | +2,330.7% | +1,416.0% | +914.8% | +1,126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling