+181.9%
FANG vs TMF
-86.4%
+268.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -5.1% | +8.0% | +1.8% |
| 30D | +2.6% | -4.6% | +7.2% | +1.7% |
| 3M | +7.6% | -16.6% | +24.2% | +4.0% |
| 6M | +17.3% | -19.9% | +37.2% | +13.0% |
| YTD | +38.7% | -20.2% | +58.8% | +33.7% |
| 1Y | +51.6% | -27.7% | +79.4% | +43.6% |
| 3Y | +50.0% | -43.9% | +93.9% | +39.4% |
| 5Y | +237.6% | -88.4% | +326.0% | +116.9% |
| All | +181.9% | -86.4% | +268.4% | +125.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling