-53.1%
TSLL vs FANG
+95.8%
-149.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -3.0% |
| 7D | -7.3% | +1.2% | -8.5% | -7.8% |
| 30D | +15.8% | +2.4% | +13.4% | +14.4% |
| 3M | -19.5% | +5.1% | -24.5% | -22.7% |
| 6M | -32.1% | +16.4% | -48.5% | -40.0% |
| YTD | -48.9% | +39.0% | -87.8% | -60.2% |
| 1Y | -23.4% | +50.6% | -74.0% | -44.5% |
| 3Y | -28.6% | +46.9% | -75.5% | -47.1% |
| All | -53.1% | +95.8% | -149.0% | -65.2% |
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