+71.6%
FERG vs TXT
+12.9%
+58.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 3M | +1.3% | -13.0% | +14.3% | +8.6% |
| 6M | -1.0% | -16.2% | +15.2% | +8.3% |
| YTD | +3.2% | -8.7% | +11.9% | +7.2% |
| 1Y | -3.0% | -3.8% | +0.8% | -2.1% |
| 3Y | +55.0% | +5.5% | +49.5% | +45.2% |
| All | +71.6% | +12.9% | +58.7% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling