+0.5%
FERG vs TXG
+453.6%
-453.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.3% |
| 7D | -2.6% | +9.5% | -12.1% | -3.8% |
| 30D | -8.9% | +18.8% | -27.7% | -11.1% |
| 3M | -2.0% | +136.1% | -138.2% | -14.3% |
| 6M | -3.2% | +235.2% | -238.4% | -19.9% |
| YTD | +1.5% | +320.5% | -319.0% | -18.5% |
| 1Y | +0.5% | +425.2% | -424.7% | -22.6% |
| All | +0.5% | +453.6% | -453.1% | -22.6% |
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