-26.7%
TSLL vs FANG
+42.8%
-69.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.2% | +7.7% | +7.8% |
| 7D | +5.8% | -1.7% | +7.5% | +6.9% |
| 30D | +21.7% | +6.8% | +14.9% | +17.5% |
| 3M | -28.2% | +1.3% | -29.5% | -29.8% |
| 6M | -29.5% | +11.8% | -41.3% | -37.3% |
| YTD | -47.5% | +35.1% | -82.6% | -60.2% |
| 1Y | -20.8% | +48.9% | -69.7% | -45.9% |
| 3Y | -26.7% | +42.8% | -69.5% | -41.5% |
| All | -26.7% | +42.8% | -69.5% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling