+39.2%
FERG vs TPG
+74.1%
-35.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | -2.6% | -9.4% | +6.9% | +0.7% |
| 30D | -8.9% | -5.3% | -3.6% | -7.4% |
| 3M | -2.0% | +12.9% | -15.0% | -6.6% |
| 6M | -3.2% | +20.1% | -23.3% | -10.1% |
| YTD | +1.5% | -22.5% | +24.0% | +9.1% |
| 1Y | +0.5% | -19.7% | +20.2% | +6.0% |
| 3Y | +50.4% | +81.2% | -30.8% | +13.4% |
| All | +39.2% | +74.1% | -35.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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