+0.5%
FERG vs TDG
-11.6%
+12.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -2.6% | -1.9% | -0.7% | -2.0% |
| 30D | -8.9% | -7.7% | -1.2% | -6.6% |
| 3M | -2.0% | -9.3% | +7.3% | +0.9% |
| 6M | -3.2% | -9.4% | +6.2% | -1.1% |
| YTD | +1.5% | -14.3% | +15.8% | +3.2% |
| 1Y | +0.5% | -11.8% | +12.3% | +1.3% |
| All | +0.5% | -11.6% | +12.1% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling