+364.1%
TTD vs FERG
+362.7%
+1.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.0% |
| 7D | -7.4% | -1.0% | -6.4% | -7.2% |
| 30D | +3.0% | -11.8% | +14.8% | +7.1% |
| 3M | -27.6% | -1.2% | -26.3% | -27.8% |
| 6M | -49.5% | -2.3% | -47.2% | -49.8% |
| YTD | -63.2% | +0.8% | -64.0% | -63.9% |
| 1Y | -69.7% | +0.5% | -70.2% | -70.4% |
| 3Y | -83.3% | +51.4% | -134.7% | -86.0% |
| 5Y | -80.8% | +67.5% | -148.3% | -84.6% |
| All | +364.1% | +362.7% | +1.4% | +255.2% |
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 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