-46.0%
TSLL vs FANG
+32.3%
-78.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.9% | -1.4% | -7.8% |
| 7D | -9.4% | -11.3% | +1.9% | -13.0% |
| 30D | +1.6% | -0.7% | +2.2% | +1.7% |
| 3M | +29.4% | -4.2% | +33.6% | +28.7% |
| 6M | -20.1% | -13.5% | -6.7% | -22.7% |
| YTD | -44.5% | +23.7% | -68.2% | -38.2% |
| 1Y | -46.0% | +34.3% | -80.3% | -39.1% |
| All | -46.0% | +32.3% | -78.3% | -39.1% |
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