+71.6%
FERG vs TFC
+15.7%
+56.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.1% |
| 7D | +3.4% | +2.2% | +1.1% | +2.5% |
| 30D | -11.5% | -2.5% | -9.0% | -10.7% |
| 3M | +1.3% | +4.5% | -3.3% | -0.8% |
| 6M | -1.0% | +11.0% | -11.9% | -5.3% |
| YTD | +3.2% | +5.9% | -2.7% | +0.4% |
| 1Y | -3.0% | +14.6% | -17.5% | -8.5% |
| 3Y | +55.0% | +96.7% | -41.7% | +18.7% |
| All | +71.6% | +15.7% | +56.0% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling