+161.5%
TFC vs FANG
+1,416.0%
-1,254.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -2.5% | +1.2% | -3.7% | -2.8% |
| 30D | -2.8% | +2.4% | -5.2% | -3.5% |
| 3M | +2.1% | +5.1% | -2.9% | +0.2% |
| 6M | +10.1% | +16.4% | -6.3% | +4.2% |
| YTD | +5.4% | +39.0% | -33.5% | -5.4% |
| 1Y | +16.3% | +50.6% | -34.3% | +1.8% |
| 3Y | +95.9% | +46.9% | +48.9% | +69.7% |
| 5Y | +16.0% | +238.2% | -222.3% | -21.9% |
| 10Y | +97.9% | +181.3% | -83.4% | +13.8% |
| All | +161.5% | +1,416.0% | -1,254.5% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling