+71.5%
FERG vs TMF
-87.5%
+159.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.3% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | -10.2% | -2.8% | -7.3% | -10.0% |
| 3M | -0.6% | -10.9% | +10.3% | +0.3% |
| 6M | -6.5% | -21.3% | +14.8% | -5.0% |
| YTD | +4.2% | -15.9% | +20.1% | +5.4% |
| 1Y | -2.3% | -15.7% | +13.5% | -1.2% |
| 3Y | +48.5% | -43.4% | +91.8% | +51.0% |
| All | +71.5% | -87.5% | +159.0% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling