+1,311.2%
FERG vs TDY
+1,425.5%
-114.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -2.6% | -1.1% | -1.4% | -2.4% |
| 30D | -8.9% | -12.0% | +3.2% | -6.7% |
| 3M | -2.0% | -3.2% | +1.2% | -1.4% |
| 6M | -3.2% | -7.9% | +4.7% | -1.7% |
| YTD | +1.5% | +18.2% | -16.7% | -1.4% |
| 1Y | +0.5% | +6.7% | -6.2% | -0.7% |
| 3Y | +50.4% | +47.5% | +2.9% | +40.9% |
| 5Y | +68.7% | +39.5% | +29.2% | +58.4% |
| 10Y | +351.3% | +477.2% | -125.9% | +285.7% |
| All | +1,311.2% | +1,425.5% | -114.3% | +1,090.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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