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  • FERG vs TPR✓SelectedUSD · TPRFERG vs TPR performance historyLatest closeAs of-0.83%11/06
Stock and ETF performance explorer

FERG vs TPR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,382.0%
TPR return
+465.8%
Excess return
+916.2%
Maximum drawdown
-55.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioTPRExcessAlpha
1D-0.8%-1.0%+0.2%-0.7%
7D-2.1%+14.2%-16.3%-3.6%
30D+8.7%+17.1%-8.4%+6.7%
3M-7.4%-17.7%+10.3%-5.7%
6M-6.6%-10.2%+3.5%-6.0%
YTD+6.6%+4.9%+1.7%+5.5%
1Y-3.6%+36.1%-39.7%-7.3%
3Y+56.4%+416.5%-360.1%+31.4%
5Y+67.5%+254.8%-187.3%+43.5%
10Y+434.6%+391.7%+42.8%+350.7%
All+1,382.0%+465.8%+916.2%+1,162.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling