+14.4%
TFC vs FANG
+43.7%
-29.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | -0.1% |
| 7D | +2.4% | +0.8% | +1.6% | +2.5% |
| 30D | -1.3% | +7.6% | -8.9% | -0.6% |
| 3M | +6.1% | -1.3% | +7.4% | +6.3% |
| 6M | +7.3% | +14.7% | -7.3% | +5.9% |
| YTD | +8.2% | +34.8% | -26.6% | +3.5% |
| 1Y | +14.4% | +42.9% | -28.5% | +7.1% |
| All | +14.4% | +43.7% | -29.3% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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