-4.5%
TT vs FANG
+32.3%
-36.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.3% | -2.1% |
| 7D | -8.5% | -11.3% | +2.8% | -9.5% |
| 30D | -12.8% | -0.7% | -12.2% | -12.8% |
| 3M | -12.9% | -4.2% | -8.7% | -13.1% |
| 6M | -15.2% | -13.5% | -1.8% | -15.8% |
| YTD | +6.2% | +23.7% | -17.5% | +3.4% |
| 1Y | -4.5% | +34.3% | -38.9% | -6.0% |
| All | -4.5% | +32.3% | -36.8% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling