+67.5%
FERG vs TD
+122.4%
-54.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.5% |
| 7D | -1.0% | -2.6% | +1.6% | +0.4% |
| 30D | -11.8% | -1.0% | -10.8% | -11.5% |
| 3M | -1.2% | +5.6% | -6.9% | -4.6% |
| 6M | -2.3% | +27.1% | -29.4% | -15.2% |
| YTD | +0.8% | +29.4% | -28.6% | -13.4% |
| 1Y | +0.5% | +60.7% | -60.2% | -23.7% |
| 3Y | +51.4% | +127.6% | -76.2% | -7.6% |
| 5Y | +67.5% | +125.4% | -57.9% | +0.9% |
| All | +67.5% | +122.4% | -54.9% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling