-2.3%
FERG vs TCOM
-42.5%
+40.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | 0.0% | -9.5% | +9.5% | +0.9% |
| 30D | -10.2% | -10.7% | +0.5% | -9.2% |
| 3M | -0.6% | -14.6% | +14.0% | +1.2% |
| 6M | -6.5% | -19.3% | +12.8% | -3.9% |
| YTD | +4.2% | -42.9% | +47.1% | +9.6% |
| 1Y | -2.3% | -43.8% | +41.5% | +3.2% |
| All | -2.3% | -42.5% | +40.2% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling