-12.6%
TLT vs FERG
+424.2%
-436.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -3.1% | +9.7% | -12.8% | -3.2% |
| 30D | +1.0% | +15.0% | -14.0% | +0.8% |
| 3M | -2.7% | +3.8% | -6.5% | -2.8% |
| 6M | -4.1% | +10.6% | -14.8% | -4.3% |
| YTD | -5.4% | +17.0% | -22.3% | -5.6% |
| 1Y | -7.0% | +7.1% | -14.1% | -7.2% |
| 3Y | +2.8% | +67.7% | -64.9% | +2.4% |
| 5Y | -35.4% | +76.4% | -111.8% | -35.8% |
| All | -12.6% | +424.2% | -436.8% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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