+49.3%
FERG vs TXG
+39.1%
+10.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.8% |
| 7D | -1.0% | +5.0% | -6.0% | -1.8% |
| 30D | -11.8% | +13.5% | -25.3% | -13.7% |
| 3M | -1.2% | +128.0% | -129.3% | -14.0% |
| 6M | -2.3% | +224.4% | -226.7% | -20.1% |
| YTD | +0.8% | +307.0% | -306.2% | -20.8% |
| 1Y | +0.5% | +427.2% | -426.8% | -25.2% |
| All | +49.3% | +39.1% | +10.2% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling