+34.0%
FANG vs TNA
+18.5%
+15.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -13.6% | +11.8% | -3.4% |
| 7D | -13.0% | -14.0% | +1.0% | -14.4% |
| 30D | -2.9% | -12.5% | +9.6% | -4.0% |
| 3M | -3.0% | -28.8% | +25.8% | -6.3% |
| 6M | -11.9% | -18.4% | +6.5% | -13.2% |
| YTD | +21.5% | +15.1% | +6.4% | +21.2% |
| 1Y | +34.0% | +14.7% | +19.2% | +33.3% |
| All | +34.0% | +18.5% | +15.4% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling