+42.9%
FANG vs TAP
-14.5%
+57.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | +0.8% | -2.3% | +3.1% | +0.7% |
| 30D | +7.6% | -2.1% | +9.7% | +7.5% |
| 3M | -1.3% | +6.6% | -7.9% | -1.6% |
| 6M | +14.7% | -11.5% | +26.2% | +16.3% |
| YTD | +34.8% | -10.3% | +45.0% | +36.9% |
| 1Y | +42.9% | -14.4% | +57.3% | +42.8% |
| All | +42.9% | -14.5% | +57.4% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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