+3.1%
FERG vs TXG
+406.9%
-403.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +2.4% |
| 7D | +7.7% | -19.3% | +27.0% | +9.9% |
| 30D | +11.5% | -30.9% | +42.4% | +15.3% |
| 3M | -2.4% | +41.1% | -43.4% | -8.2% |
| 6M | -4.0% | +211.9% | -215.9% | -20.1% |
| YTD | +13.4% | +314.0% | -300.6% | -8.8% |
| 1Y | +3.1% | +405.4% | -402.3% | -18.6% |
| All | +3.1% | +406.9% | -403.8% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling