-2.3%
FERG vs TMF
-15.2%
+13.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.3% |
| 7D | 0.0% | -1.4% | +1.4% | +0.2% |
| 30D | -10.2% | -2.8% | -7.3% | -9.7% |
| 3M | -0.6% | -10.9% | +10.3% | +1.6% |
| 6M | -6.5% | -21.3% | +14.8% | -3.3% |
| YTD | +4.2% | -15.9% | +20.1% | +7.2% |
| 1Y | -2.3% | -15.7% | +13.5% | -1.1% |
| All | -2.3% | -15.2% | +13.0% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling