+1,422.9%
FANG vs TAP
+23.8%
+1,399.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | -0.4% | -5.1% | +4.7% | +2.0% |
| 30D | +2.4% | -8.4% | +10.8% | +6.3% |
| 3M | +4.9% | -3.9% | +8.8% | +5.7% |
| 6M | +12.0% | -14.4% | +26.4% | +18.5% |
| YTD | +37.1% | -14.7% | +51.8% | +44.7% |
| 1Y | +52.3% | -18.7% | +70.9% | +63.4% |
| 3Y | +45.0% | -32.6% | +77.6% | +65.8% |
| 5Y | +231.0% | -1.4% | +232.4% | +192.6% |
| 10Y | +177.5% | -50.4% | +227.9% | +202.2% |
| All | +1,422.9% | +23.8% | +1,399.1% | +1,049.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling