+51.6%
FANG vs TNA
+52.8%
-1.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.1% |
| 7D | +2.9% | -7.3% | +10.2% | +2.3% |
| 30D | +2.6% | -14.2% | +16.8% | +1.6% |
| 3M | +7.6% | -4.6% | +12.1% | +7.2% |
| 6M | +17.3% | +36.9% | -19.6% | +17.4% |
| YTD | +38.7% | +42.5% | -3.9% | +37.3% |
| 1Y | +51.6% | +45.8% | +5.9% | +49.3% |
| All | +51.6% | +52.8% | -1.2% | +49.3% |
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