-6.4%
FANG vs TMF
-18.1%
+11.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +0.9% |
| 7D | +4.0% | -9.3% | +13.3% | -0.1% |
| 30D | -5.8% | +1.9% | -7.7% | -4.4% |
| 3M | -6.7% | -11.2% | +4.5% | -13.2% |
| 6M | -6.4% | -17.7% | +11.3% | -14.8% |
| All | -6.4% | -18.1% | +11.7% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling