+351.3%
FERG vs TDG
+547.7%
-196.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -2.6% | -1.9% | -0.7% | -2.3% |
| 30D | -8.9% | -7.7% | -1.2% | -7.8% |
| 3M | -2.0% | -9.3% | +7.3% | -0.6% |
| 6M | -3.2% | -9.4% | +6.2% | -1.9% |
| YTD | +1.5% | -14.3% | +15.8% | +3.6% |
| 1Y | +0.5% | -11.8% | +12.3% | +2.1% |
| 3Y | +50.4% | +52.0% | -1.6% | +42.8% |
| 5Y | +68.7% | +128.8% | -60.1% | +54.1% |
| All | +351.3% | +547.7% | -196.4% | +304.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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