+67.7%
FERG vs TMF
-32.2%
+100.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +9.7% | -9.3% | +19.0% | +11.2% |
| 30D | +15.0% | +1.9% | +13.1% | +14.7% |
| 3M | +3.8% | -11.2% | +15.0% | +5.3% |
| 6M | +10.6% | -17.7% | +28.3% | +13.4% |
| YTD | +17.0% | -24.5% | +41.4% | +21.0% |
| 1Y | +7.1% | -29.4% | +36.5% | +11.6% |
| 3Y | +67.7% | -33.4% | +101.2% | +69.5% |
| All | +67.7% | -32.2% | +100.0% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling