+1,348.4%
FERG vs TMF
-48.9%
+1,397.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.3% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | -10.2% | -2.8% | -7.3% | -10.2% |
| 3M | -0.6% | -10.9% | +10.3% | -0.6% |
| 6M | -6.5% | -21.3% | +14.8% | -6.6% |
| YTD | +4.2% | -15.9% | +20.1% | +4.2% |
| 1Y | -2.3% | -15.7% | +13.5% | -2.3% |
| 3Y | +48.5% | -43.4% | +91.8% | +47.7% |
| 5Y | +72.0% | -87.8% | +159.8% | +63.3% |
| 10Y | +369.9% | -86.7% | +456.6% | +353.8% |
| All | +1,348.4% | -48.9% | +1,397.3% | +1,236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling