+84.6%
FERG vs TAP
+2.6%
+82.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +7.2% | -4.5% | +11.7% | +8.4% |
| 30D | +17.9% | +7.5% | +10.4% | +15.6% |
| 3M | -1.3% | -4.9% | +3.6% | -0.3% |
| 6M | +8.3% | -3.5% | +11.8% | +8.6% |
| YTD | +18.3% | -11.4% | +29.7% | +21.0% |
| 1Y | +4.7% | -10.8% | +15.5% | +6.8% |
| 3Y | +70.3% | -24.5% | +94.8% | +79.8% |
| 5Y | +84.6% | +2.5% | +82.2% | +79.7% |
| All | +84.6% | +2.6% | +82.0% | +79.7% |
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