-49.1%
TSLL vs FANG
+77.5%
-126.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.4% |
| 7D | +17.8% | +4.0% | +13.8% | +15.6% |
| 30D | +8.2% | -5.8% | +14.0% | +11.0% |
| 3M | +20.9% | -6.7% | +27.6% | +23.9% |
| 6M | -37.5% | -6.4% | -31.1% | -37.1% |
| YTD | -44.5% | +25.9% | -70.4% | -55.1% |
| 1Y | -33.0% | +31.1% | -64.1% | -47.8% |
| 3Y | -6.4% | +31.3% | -37.7% | -27.4% |
| All | -49.1% | +77.5% | -126.6% | -60.7% |
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 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