+78.0%
FERG vs TW
+41.2%
+36.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +9.7% | +3.9% | +5.8% | +9.0% |
| 30D | +15.0% | +19.9% | -4.9% | +11.3% |
| 3M | +3.8% | +25.9% | -22.2% | -0.6% |
| 6M | +10.6% | +21.1% | -10.5% | +6.5% |
| YTD | +17.0% | +23.9% | -6.9% | +11.3% |
| 1Y | +7.1% | +21.2% | -14.1% | +2.4% |
| 3Y | +67.7% | +44.8% | +23.0% | +44.9% |
| All | +78.0% | +41.2% | +36.8% | +42.5% |
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