+1,926.4%
TT vs FANG
+1,373.6%
+552.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.6% | -1.7% | +3.3% | +1.8% |
| 30D | -7.3% | +6.8% | -14.1% | -8.3% |
| 3M | -2.6% | +1.3% | -3.9% | -3.1% |
| 6M | +5.9% | +11.8% | -5.9% | +3.3% |
| YTD | +15.4% | +35.1% | -19.7% | +9.0% |
| 1Y | +8.2% | +48.9% | -40.7% | +0.4% |
| 3Y | +122.7% | +42.8% | +79.8% | +104.8% |
| 5Y | +145.0% | +230.3% | -85.3% | +91.0% |
| 10Y | +893.7% | +167.0% | +726.7% | +603.1% |
| All | +1,926.4% | +1,373.6% | +552.8% | +899.5% |
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