+1,526.4%
FERG vs TFC
+254.7%
+1,271.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +9.7% | +2.3% | +7.5% | +9.4% |
| 30D | +15.0% | +10.8% | +4.2% | +13.3% |
| 3M | +3.8% | -3.8% | +7.5% | +4.4% |
| 6M | +10.6% | +9.6% | +1.0% | +9.0% |
| YTD | +17.0% | +5.8% | +11.2% | +15.9% |
| 1Y | +7.1% | +16.2% | -9.1% | +4.7% |
| 3Y | +67.7% | +96.0% | -28.2% | +53.9% |
| 5Y | +76.4% | +1.7% | +74.7% | +69.3% |
| 10Y | +424.2% | +79.9% | +344.4% | +393.7% |
| All | +1,526.4% | +254.7% | +1,271.6% | +1,431.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling