+72.6%
FERG vs TAP
0.0%
+72.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.1% |
| 7D | +3.4% | -2.3% | +5.7% | +4.0% |
| 30D | -11.5% | -9.4% | -2.1% | -9.4% |
| 3M | +1.3% | -0.8% | +2.1% | +1.2% |
| 6M | -1.0% | -14.7% | +13.8% | +2.7% |
| YTD | +3.2% | -13.9% | +17.2% | +6.5% |
| 1Y | -3.0% | -18.6% | +15.7% | +1.6% |
| 3Y | +55.0% | -32.0% | +87.0% | +68.5% |
| 5Y | +72.6% | -1.0% | +73.6% | +67.0% |
| All | +72.6% | 0.0% | +72.7% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling