+3,906.3%
TSM vs FANG
+1,416.0%
+2,490.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -1.9% |
| 7D | +2.6% | +1.2% | +1.4% | +2.4% |
| 30D | +1.4% | +2.4% | -1.0% | +1.0% |
| 3M | +5.0% | +5.1% | -0.1% | +3.8% |
| 6M | +24.0% | +16.4% | +7.5% | +20.0% |
| YTD | +41.6% | +39.0% | +2.6% | +32.7% |
| 1Y | +66.2% | +50.6% | +15.5% | +53.3% |
| 3Y | +398.2% | +46.9% | +351.3% | +357.0% |
| 5Y | +277.6% | +238.2% | +39.4% | +200.2% |
| 10Y | +1,783.1% | +181.3% | +1,601.9% | +1,273.6% |
| All | +3,906.3% | +1,416.0% | +2,490.4% | +2,004.3% |
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