+404.5%
TSM vs FANG
+45.3%
+359.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.4% |
| 3M | +2.9% | +7.6% | -4.7% | +1.1% |
| 6M | +22.8% | +17.3% | +5.5% | +17.0% |
| YTD | +43.3% | +38.7% | +4.6% | +29.5% |
| 1Y | +69.2% | +51.6% | +17.5% | +48.1% |
| 3Y | +404.5% | +50.0% | +354.5% | +349.2% |
| All | +404.5% | +45.3% | +359.2% | +349.2% |
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