+38.2%
FERG vs TPG
+71.4%
-33.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.4% |
| 7D | -1.0% | -11.8% | +10.8% | +3.3% |
| 30D | -11.8% | -6.3% | -5.6% | -10.1% |
| 3M | -1.2% | +13.6% | -14.8% | -6.0% |
| 6M | -2.3% | +13.8% | -16.1% | -7.6% |
| YTD | +0.8% | -23.7% | +24.5% | +9.0% |
| 1Y | +0.5% | -18.2% | +18.6% | +5.2% |
| 3Y | +51.4% | +80.1% | -28.8% | +14.3% |
| All | +38.2% | +71.4% | -33.2% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling