+286.4%
FERG vs TW
+206.7%
+79.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -2.6% | -4.5% | +1.9% | -2.1% |
| 30D | -8.9% | -2.3% | -6.6% | -8.7% |
| 3M | -2.0% | +2.6% | -4.6% | -2.6% |
| 6M | -3.2% | -17.5% | +14.4% | -1.2% |
| YTD | +1.5% | -5.3% | +6.8% | +1.5% |
| 1Y | +0.5% | -14.8% | +15.3% | +1.9% |
| 3Y | +50.4% | +18.8% | +31.6% | +43.5% |
| 5Y | +68.7% | +20.7% | +48.0% | +55.7% |
| All | +286.4% | +206.7% | +79.7% | +263.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling