+1,348.4%
FERG vs TAP
+36.2%
+1,312.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | 0.0% | -2.3% | +2.3% | +0.2% |
| 30D | -10.2% | -2.1% | -8.0% | -10.0% |
| 3M | -0.6% | +6.6% | -7.2% | -1.4% |
| 6M | -6.5% | -11.5% | +5.0% | -5.4% |
| YTD | +4.2% | -10.3% | +14.4% | +5.2% |
| 1Y | -2.3% | -14.4% | +12.1% | -0.9% |
| 3Y | +48.5% | -28.3% | +76.8% | +52.8% |
| 5Y | +72.0% | +1.7% | +70.3% | +71.8% |
| 10Y | +369.9% | -49.2% | +419.1% | +376.3% |
| All | +1,348.4% | +36.2% | +1,312.2% | +1,373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling