+42.9%
FANG vs TMF
-15.2%
+58.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.7% |
| 7D | +0.8% | -1.4% | +2.2% | +0.2% |
| 30D | +7.6% | -2.8% | +10.4% | +6.5% |
| 3M | -1.3% | -10.9% | +9.6% | -4.7% |
| 6M | +14.7% | -21.3% | +36.0% | +7.9% |
| YTD | +34.8% | -15.9% | +50.7% | +29.5% |
| 1Y | +42.9% | -15.7% | +58.7% | +37.2% |
| All | +42.9% | -15.2% | +58.2% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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