+508.5%
TTD vs FERG
+424.2%
+84.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.2% |
| 7D | +21.3% | +9.7% | +11.5% | +17.9% |
| 30D | +28.7% | +15.0% | +13.7% | +23.4% |
| 3M | +7.7% | +3.8% | +3.9% | +6.4% |
| 6M | -23.5% | +10.6% | -34.1% | -26.4% |
| YTD | -58.7% | +17.0% | -75.7% | -61.4% |
| 1Y | -63.4% | +7.1% | -70.5% | -64.8% |
| 3Y | -75.3% | +67.7% | -143.0% | -79.9% |
| 5Y | -84.4% | +76.4% | -160.8% | -88.0% |
| All | +508.5% | +424.2% | +84.2% | +335.7% |
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