+50.0%
FANG vs TMF
-44.0%
+94.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -5.1% | +8.0% | +2.2% |
| 30D | +2.6% | -4.6% | +7.2% | +2.1% |
| 3M | +7.6% | -16.6% | +24.2% | +5.7% |
| 6M | +17.3% | -19.9% | +37.2% | +15.2% |
| YTD | +38.7% | -20.2% | +58.8% | +36.2% |
| 1Y | +51.6% | -27.7% | +79.4% | +48.0% |
| 3Y | +50.0% | -43.9% | +93.9% | +47.1% |
| All | +50.0% | -44.0% | +94.0% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling