+67.5%
FERG vs TW
+19.6%
+47.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | -1.0% | -2.7% | +1.7% | -0.5% |
| 30D | -11.8% | -1.7% | -10.1% | -11.6% |
| 3M | -1.2% | +1.6% | -2.8% | -1.9% |
| 6M | -2.3% | -17.7% | +15.4% | +1.2% |
| YTD | +0.8% | -4.3% | +5.1% | +0.6% |
| 1Y | +0.5% | -13.1% | +13.6% | +2.6% |
| 3Y | +51.4% | +20.3% | +31.1% | +33.2% |
| 5Y | +67.5% | +22.0% | +45.5% | +33.6% |
| All | +67.5% | +19.6% | +47.9% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling