+1,348.4%
FERG vs TXT
+330.5%
+1,017.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | 0.0% | -4.8% | +4.7% | +0.6% |
| 30D | -10.2% | -10.6% | +0.4% | -8.8% |
| 3M | -0.6% | -13.2% | +12.6% | +1.2% |
| 6M | -6.5% | -20.3% | +13.8% | -3.8% |
| YTD | +4.2% | -9.3% | +13.4% | +5.5% |
| 1Y | -2.3% | -2.7% | +0.4% | -1.8% |
| 3Y | +48.5% | +1.4% | +47.1% | +48.3% |
| 5Y | +72.0% | +9.6% | +62.5% | +70.0% |
| 10Y | +369.9% | +94.9% | +275.0% | +362.1% |
| All | +1,348.4% | +330.5% | +1,017.9% | +1,278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling