+1,400.5%
FANG vs TMF
-80.2%
+1,480.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.7% | +1.0% | -2.7% | -1.5% |
| 30D | +6.8% | -1.8% | +8.6% | +6.5% |
| 3M | +1.3% | -8.2% | +9.5% | -0.1% |
| 6M | +11.8% | -19.5% | +31.3% | +7.7% |
| YTD | +35.1% | -16.0% | +51.0% | +31.5% |
| 1Y | +48.9% | -22.5% | +71.4% | +42.9% |
| 3Y | +42.8% | -42.3% | +85.1% | +33.3% |
| 5Y | +230.3% | -87.7% | +318.0% | +120.4% |
| 10Y | +167.0% | -86.5% | +253.5% | +109.1% |
| All | +1,400.5% | -80.2% | +1,480.7% | +1,270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling