+67.7%
FERG vs TD
+132.8%
-65.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | +9.7% | +1.1% | +8.6% | +9.2% |
| 30D | +15.0% | +5.2% | +9.8% | +12.4% |
| 3M | +3.8% | +1.2% | +2.5% | +3.1% |
| 6M | +10.6% | +17.7% | -7.1% | +1.5% |
| YTD | +17.0% | +34.2% | -17.3% | +0.6% |
| 1Y | +7.1% | +55.4% | -48.3% | -14.1% |
| 3Y | +67.7% | +130.4% | -62.7% | +11.7% |
| All | +67.7% | +132.8% | -65.1% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling