-30.8%
TSLL vs FANG
+52.7%
-83.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +6.1% | +2.9% | +3.2% | +6.9% |
| 30D | +20.6% | +2.6% | +18.0% | +21.4% |
| 3M | -25.4% | +7.6% | -33.0% | -23.2% |
| 6M | -34.2% | +17.3% | -51.5% | -30.9% |
| YTD | -48.4% | +38.7% | -87.1% | -45.8% |
| 1Y | -30.8% | +51.6% | -82.5% | -28.1% |
| All | -30.8% | +52.7% | -83.5% | -28.1% |
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