+50.4%
FERG vs TW
+19.1%
+31.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -2.6% | -4.5% | +1.9% | -2.4% |
| 30D | -8.9% | -2.3% | -6.6% | -8.8% |
| 3M | -2.0% | +2.6% | -4.6% | -2.2% |
| 6M | -3.2% | -17.5% | +14.4% | -2.0% |
| YTD | +1.5% | -5.3% | +6.8% | +1.5% |
| 1Y | +0.5% | -14.8% | +15.3% | +1.6% |
| 3Y | +50.4% | +18.8% | +31.6% | +38.4% |
| All | +50.4% | +19.1% | +31.3% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling