-23.4%
TSLL vs FANG
+53.5%
-76.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.0% |
| 7D | -7.3% | +1.2% | -8.5% | -7.1% |
| 30D | +15.8% | +2.4% | +13.4% | +16.5% |
| 3M | -19.5% | +5.1% | -24.5% | -17.3% |
| 6M | -32.1% | +16.4% | -48.5% | -28.3% |
| YTD | -48.9% | +39.0% | -87.8% | -45.7% |
| 1Y | -23.4% | +50.6% | -74.0% | -16.5% |
| All | -23.4% | +53.5% | -76.9% | -16.5% |
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