-55.4%
TSLL vs FANG
+89.9%
-145.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.8% | -10.0% | -10.9% |
| 7D | +1.9% | +0.8% | +1.1% | +1.6% |
| 30D | +17.8% | +7.6% | +10.2% | +13.4% |
| 3M | -37.0% | -1.3% | -35.7% | -37.2% |
| 6M | -37.7% | +14.7% | -52.3% | -44.7% |
| YTD | -51.4% | +34.8% | -86.2% | -61.6% |
| 1Y | -23.4% | +42.9% | -66.3% | -42.8% |
| 3Y | -30.8% | +43.8% | -74.6% | -48.1% |
| All | -55.4% | +89.9% | -145.4% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling