+351.3%
FERG vs TCOM
-9.8%
+361.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -2.6% | -4.9% | +2.3% | -2.2% |
| 30D | -8.9% | -14.4% | +5.5% | -7.7% |
| 3M | -2.0% | -17.7% | +15.6% | -0.6% |
| 6M | -3.2% | -25.1% | +21.9% | -1.0% |
| YTD | +1.5% | -45.7% | +47.2% | +6.5% |
| 1Y | +0.5% | -47.9% | +48.3% | +5.8% |
| 3Y | +50.4% | +8.9% | +41.5% | +47.6% |
| 5Y | +68.7% | +26.9% | +41.8% | +61.4% |
| All | +351.3% | -9.8% | +361.1% | +338.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling