+3.1%
FERG vs TW
+20.8%
-17.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.8% |
| 7D | +7.7% | +6.0% | +1.7% | +8.1% |
| 30D | +11.5% | +18.6% | -7.1% | +12.7% |
| 3M | -2.4% | +26.5% | -28.9% | -0.8% |
| 6M | -4.0% | +13.1% | -17.1% | -3.3% |
| YTD | +13.4% | +18.5% | -5.2% | +15.4% |
| 1Y | +3.1% | +21.7% | -18.6% | +4.9% |
| All | +3.1% | +20.8% | -17.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling