+5,462.3%
TSM vs FERG
+1,526.4%
+3,935.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +6.2% | +9.7% | -3.5% | +4.4% |
| 30D | -7.3% | +15.0% | -22.3% | -9.6% |
| 3M | -7.1% | +3.8% | -10.9% | -7.8% |
| 6M | +0.2% | +10.6% | -10.4% | -1.7% |
| YTD | +32.2% | +17.0% | +15.3% | +28.7% |
| 1Y | +42.8% | +7.1% | +35.7% | +40.8% |
| 3Y | +330.4% | +67.7% | +262.7% | +296.4% |
| 5Y | +263.9% | +76.4% | +187.5% | +228.3% |
| 10Y | +1,580.2% | +424.2% | +1,155.9% | +1,361.2% |
| All | +5,462.3% | +1,526.4% | +3,935.9% | +4,663.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling