+352.7%
FERG vs TAP
-51.4%
+404.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.2% |
| 7D | +0.9% | -5.1% | +6.0% | +1.6% |
| 30D | -15.1% | -8.4% | -6.6% | -14.0% |
| 3M | -4.8% | -3.9% | -0.9% | -4.4% |
| 6M | -2.5% | -14.4% | +11.9% | -0.6% |
| YTD | +1.8% | -14.7% | +16.5% | +3.8% |
| 1Y | -0.3% | -18.7% | +18.4% | +2.2% |
| 3Y | +52.9% | -32.6% | +85.6% | +59.9% |
| 5Y | +69.3% | -1.4% | +70.7% | +70.0% |
| 10Y | +352.7% | -50.4% | +403.1% | +333.3% |
| All | +352.7% | -51.4% | +404.1% | +333.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling