+424.2%
FERG vs TFC
+79.2%
+345.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +9.7% | +2.3% | +7.5% | +9.3% |
| 30D | +15.0% | +10.8% | +4.2% | +12.9% |
| 3M | +3.8% | -3.8% | +7.5% | +4.5% |
| 6M | +10.6% | +9.6% | +1.0% | +8.5% |
| YTD | +17.0% | +5.8% | +11.2% | +15.5% |
| 1Y | +7.1% | +16.2% | -9.1% | +4.0% |
| 3Y | +67.7% | +96.0% | -28.2% | +50.1% |
| 5Y | +76.4% | +1.7% | +74.7% | +67.0% |
| All | +424.2% | +79.2% | +345.0% | +397.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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