+1,440.5%
FANG vs TD
+398.7%
+1,041.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.9% |
| 7D | +2.9% | -0.5% | +3.4% | +3.4% |
| 30D | +2.6% | -1.9% | +4.5% | +4.1% |
| 3M | +7.6% | +4.8% | +2.8% | +1.6% |
| 6M | +17.3% | +28.0% | -10.7% | -10.4% |
| YTD | +38.7% | +30.3% | +8.4% | +3.4% |
| 1Y | +51.6% | +59.8% | -8.1% | -8.6% |
| 3Y | +50.0% | +124.7% | -74.7% | -38.9% |
| 5Y | +237.6% | +127.0% | +110.6% | +32.4% |
| 10Y | +180.7% | +303.2% | -122.5% | -27.8% |
| All | +1,440.5% | +398.7% | +1,041.8% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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