+421.0%
FERG vs TXT
+90.9%
+330.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.2% |
| 7D | +8.2% | -1.1% | +9.2% | +8.5% |
| 30D | +14.4% | +13.3% | +1.1% | +11.3% |
| 3M | +4.3% | -5.1% | +9.5% | +5.4% |
| 6M | +7.9% | -7.1% | +15.0% | +9.3% |
| YTD | +16.3% | -3.2% | +19.5% | +16.8% |
| 1Y | +2.2% | +2.3% | -0.1% | +1.6% |
| 3Y | +67.3% | +11.1% | +56.2% | +63.5% |
| 5Y | +75.3% | +10.0% | +65.3% | +69.3% |
| All | +421.0% | +90.9% | +330.1% | +425.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling