+1,348.4%
FERG vs TFC
+262.8%
+1,085.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | 0.0% | +2.4% | -2.5% | -0.4% |
| 30D | -10.2% | -1.3% | -8.9% | -10.0% |
| 3M | -0.6% | +6.1% | -6.6% | -1.6% |
| 6M | -6.5% | +7.3% | -13.9% | -7.6% |
| YTD | +4.2% | +8.2% | -4.0% | +2.8% |
| 1Y | -2.3% | +14.4% | -16.7% | -4.3% |
| 3Y | +48.5% | +93.7% | -45.2% | +36.1% |
| 5Y | +72.0% | +16.4% | +55.6% | +63.8% |
| 10Y | +369.9% | +101.6% | +268.3% | +339.3% |
| All | +1,348.4% | +262.8% | +1,085.6% | +1,259.0% |
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