+67.5%
FERG vs TCOM
+21.5%
+46.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.9% |
| 7D | -1.0% | -6.5% | +5.5% | -0.2% |
| 30D | -11.8% | -16.2% | +4.4% | -10.0% |
| 3M | -1.2% | -19.3% | +18.1% | +1.1% |
| 6M | -2.3% | -27.2% | +24.9% | +1.2% |
| YTD | +0.8% | -46.2% | +47.0% | +7.9% |
| 1Y | +0.5% | -46.6% | +47.1% | +7.7% |
| 3Y | +51.4% | +8.4% | +43.0% | +46.3% |
| 5Y | +67.5% | +25.8% | +41.7% | +63.3% |
| All | +67.5% | +21.5% | +46.0% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling