+424.2%
FERG vs TXT
+89.4%
+334.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +9.7% | +0.1% | +9.6% | +9.8% |
| 30D | +15.0% | +13.3% | +1.7% | +11.9% |
| 3M | +3.8% | -5.0% | +8.7% | +4.8% |
| 6M | +10.6% | -8.4% | +19.0% | +12.5% |
| YTD | +17.0% | -4.0% | +20.9% | +17.8% |
| 1Y | +7.1% | +2.8% | +4.3% | +6.3% |
| 3Y | +67.7% | +10.3% | +57.5% | +64.2% |
| 5Y | +76.4% | +9.2% | +67.3% | +70.6% |
| All | +424.2% | +89.4% | +334.8% | +429.5% |
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