+5,867.3%
TSM vs FERG
+1,348.4%
+4,518.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.5% | +2.4% |
| 7D | +2.7% | 0.0% | +2.8% | +2.7% |
| 30D | +3.6% | -10.2% | +13.8% | +5.5% |
| 3M | -3.4% | -0.6% | -2.8% | -3.4% |
| 6M | +20.6% | -6.5% | +27.1% | +21.9% |
| YTD | +41.9% | +4.2% | +37.7% | +41.0% |
| 1Y | +84.4% | -2.3% | +86.6% | +84.8% |
| 3Y | +380.2% | +48.5% | +331.7% | +351.9% |
| 5Y | +275.3% | +72.0% | +203.3% | +244.6% |
| 10Y | +1,751.4% | +369.9% | +1,381.5% | +1,545.6% |
| All | +5,867.3% | +1,348.4% | +4,518.9% | +5,120.1% |
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