+241.6%
FERG vs TXG
+21.5%
+220.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.5% |
| 7D | +3.4% | +9.4% | -6.0% | +2.2% |
| 30D | -11.5% | +26.1% | -37.6% | -14.3% |
| 3M | +1.3% | +124.8% | -123.5% | -9.7% |
| 6M | -1.0% | +215.2% | -216.2% | -16.0% |
| YTD | +3.2% | +302.2% | -299.0% | -15.5% |
| 1Y | -3.0% | +370.9% | -373.9% | -22.9% |
| 3Y | +55.0% | +38.5% | +16.5% | +35.5% |
| 5Y | +72.6% | -64.4% | +137.0% | +58.2% |
| All | +241.6% | +21.5% | +220.1% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling