+1,299.0%
FANG vs TMF
-82.2%
+1,381.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.2% |
| 7D | +4.0% | -9.3% | +13.3% | +1.9% |
| 30D | -5.8% | +1.9% | -7.7% | -5.2% |
| 3M | -6.7% | -11.2% | +4.5% | -8.7% |
| 6M | -6.4% | -17.7% | +11.3% | -9.5% |
| YTD | +25.9% | -24.5% | +50.4% | +20.1% |
| 1Y | +31.1% | -29.4% | +60.6% | +23.4% |
| 3Y | +31.3% | -33.4% | +64.8% | +26.5% |
| 5Y | +108.3% | -88.7% | +197.0% | +36.3% |
| 10Y | +156.4% | -82.5% | +238.8% | +113.6% |
| All | +1,299.0% | -82.2% | +1,381.2% | +1,151.8% |
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 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