+293.0%
FERG vs TW
+211.4%
+81.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.6% |
| 7D | +3.4% | -3.5% | +6.9% | +3.8% |
| 30D | -11.5% | +0.5% | -12.0% | -11.6% |
| 3M | +1.3% | +4.9% | -3.7% | +0.5% |
| 6M | -1.0% | -17.1% | +16.1% | +1.0% |
| YTD | +3.2% | -3.9% | +7.1% | +3.1% |
| 1Y | -3.0% | -13.3% | +10.3% | -1.8% |
| 3Y | +55.0% | +20.9% | +34.1% | +47.6% |
| 5Y | +72.6% | +20.5% | +52.1% | +59.2% |
| All | +293.0% | +211.4% | +81.5% | +269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling