+225.6%
FANG vs TAP
-0.1%
+225.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | +2.9% | -3.9% | +6.8% | +3.7% |
| 30D | +2.6% | -5.3% | +7.9% | +3.6% |
| 3M | +7.6% | -3.8% | +11.4% | +7.9% |
| 6M | +17.3% | -11.4% | +28.7% | +19.8% |
| YTD | +38.7% | -13.7% | +52.4% | +42.4% |
| 1Y | +51.6% | -17.2% | +68.8% | +57.1% |
| 3Y | +50.0% | -33.1% | +83.0% | +63.3% |
| All | +225.6% | -0.1% | +225.7% | +178.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling