-48.9%
TSLL vs FANG
+72.5%
-121.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.2% | +5.0% |
| 7D | +0.5% | -1.0% | +1.5% | +1.2% |
| 30D | +2.7% | -7.2% | +9.9% | +6.1% |
| 3M | +26.3% | -9.8% | +36.1% | +31.6% |
| 6M | -37.2% | -6.7% | -30.5% | -36.8% |
| YTD | -44.2% | +22.4% | -66.7% | -54.3% |
| 1Y | -44.0% | +25.1% | -69.1% | -55.2% |
| 3Y | 0.0% | +28.1% | -28.1% | -21.4% |
| All | -48.9% | +72.5% | -121.4% | -59.9% |
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