+1,335.0%
FERG vs TD
+613.3%
+721.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +3.4% | +0.9% | +2.5% | +3.2% |
| 30D | -11.5% | -0.7% | -10.9% | -11.4% |
| 3M | +1.3% | +6.3% | -5.0% | 0.0% |
| 6M | -1.0% | +27.9% | -28.9% | -5.8% |
| YTD | +3.2% | +29.8% | -26.6% | -2.1% |
| 1Y | -3.0% | +63.7% | -66.6% | -11.9% |
| 3Y | +55.0% | +128.3% | -73.3% | +32.1% |
| 5Y | +72.6% | +125.5% | -52.9% | +48.5% |
| 10Y | +358.9% | +296.7% | +62.2% | +287.6% |
| All | +1,335.0% | +613.3% | +721.8% | +1,206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling