+1,335.0%
FERG vs TCOM
+122.8%
+1,212.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | +3.4% | -7.6% | +11.0% | +3.8% |
| 30D | -11.5% | -12.2% | +0.7% | -10.9% |
| 3M | +1.3% | -14.2% | +15.5% | +2.0% |
| 6M | -1.0% | -25.0% | +24.0% | +0.4% |
| YTD | +3.2% | -43.7% | +46.9% | +6.1% |
| 1Y | -3.0% | -44.5% | +41.6% | -0.2% |
| 3Y | +55.0% | +13.4% | +41.6% | +53.2% |
| 5Y | +72.6% | +26.5% | +46.2% | +68.2% |
| 10Y | +358.9% | -10.3% | +369.2% | +346.5% |
| All | +1,335.0% | +122.8% | +1,212.3% | +1,224.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling