+3.1%
FERG vs TE
-16.5%
+19.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.2% | +2.8% |
| 7D | +7.7% | +3.8% | +3.9% | +7.5% |
| 30D | +11.5% | -26.2% | +37.7% | +12.6% |
| 3M | -2.4% | -49.7% | +47.4% | -0.2% |
| 6M | -4.0% | -46.5% | +42.5% | -2.4% |
| YTD | +13.4% | -59.1% | +72.5% | +15.1% |
| 1Y | +3.1% | -25.8% | +28.9% | -1.8% |
| All | +3.1% | -16.5% | +19.6% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling