+352.7%
FERG vs TPR
+299.5%
+53.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.9% |
| 7D | +0.9% | -7.3% | +8.2% | +2.0% |
| 30D | -15.1% | -30.7% | +15.7% | -10.8% |
| 3M | -4.8% | -21.6% | +16.8% | -1.8% |
| 6M | -2.5% | -21.3% | +18.9% | +0.4% |
| YTD | +1.8% | -10.2% | +12.0% | +2.8% |
| 1Y | -0.3% | +9.5% | -9.8% | -2.3% |
| 3Y | +52.9% | +280.8% | -227.9% | +26.5% |
| 5Y | +69.3% | +218.7% | -149.4% | +40.8% |
| 10Y | +352.7% | +306.7% | +46.0% | +271.7% |
| All | +352.7% | +299.5% | +53.2% | +271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling