+1,315.5%
FERG vs TNA
+522.0%
+793.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.8% | -0.9% |
| 7D | +0.9% | -3.6% | +4.5% | +1.3% |
| 30D | -15.1% | -10.1% | -5.0% | -14.1% |
| 3M | -4.8% | +2.7% | -7.5% | -5.2% |
| 6M | -2.5% | +38.4% | -40.9% | -6.1% |
| YTD | +1.8% | +45.4% | -43.6% | -2.6% |
| 1Y | -0.3% | +55.9% | -56.3% | -5.5% |
| 3Y | +52.9% | +109.8% | -56.9% | +38.3% |
| 5Y | +69.3% | -22.5% | +91.8% | +57.5% |
| 10Y | +352.7% | +87.5% | +265.2% | +300.2% |
| All | +1,315.5% | +522.0% | +793.5% | +1,163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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