+55.0%
FERG vs TXT
+5.7%
+49.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | +3.4% | -0.2% | +3.6% | +3.5% |
| 30D | -11.5% | -11.1% | -0.5% | -5.9% |
| 3M | +1.3% | -13.0% | +14.3% | +8.4% |
| 6M | -1.0% | -16.2% | +15.2% | +8.0% |
| YTD | +3.2% | -8.7% | +11.9% | +7.0% |
| 1Y | -3.0% | -3.8% | +0.8% | -2.3% |
| 3Y | +55.0% | +5.5% | +49.5% | +50.4% |
| All | +55.0% | +5.7% | +49.3% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling