+1,440.5%
FANG vs TNA
+366.0%
+1,074.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +2.9% | -7.3% | +10.2% | +5.6% |
| 30D | +2.6% | -14.2% | +16.8% | +8.0% |
| 3M | +7.6% | -4.6% | +12.1% | +7.7% |
| 6M | +17.3% | +36.9% | -19.6% | -0.7% |
| YTD | +38.7% | +42.5% | -3.9% | +13.9% |
| 1Y | +51.6% | +45.8% | +5.9% | +20.8% |
| 3Y | +50.0% | +104.7% | -54.7% | -10.8% |
| 5Y | +237.6% | -21.7% | +259.3% | +149.9% |
| 10Y | +180.7% | +83.8% | +96.9% | +16.4% |
| All | +1,440.5% | +366.0% | +1,074.5% | +333.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling