+1,779.8%
TSM vs FANG
+182.5%
+1,597.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +1.0% | +2.9% | -1.9% | +0.5% |
| 30D | +1.0% | +2.6% | -1.7% | +0.5% |
| 3M | +2.9% | +7.6% | -4.7% | +1.3% |
| 6M | +22.8% | +17.3% | +5.5% | +18.5% |
| YTD | +43.3% | +38.7% | +4.6% | +33.8% |
| 1Y | +69.2% | +51.6% | +17.5% | +55.2% |
| 3Y | +404.5% | +50.0% | +354.5% | +358.9% |
| 5Y | +282.2% | +237.6% | +44.6% | +200.9% |
| All | +1,779.8% | +182.5% | +1,597.3% | +1,290.4% |
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