-2.3%
FERG vs TE
+132.3%
-134.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.3% |
| 7D | 0.0% | -4.0% | +3.9% | +0.1% |
| 30D | -10.2% | -15.9% | +5.7% | -9.8% |
| 3M | -0.6% | -60.5% | +60.0% | +1.2% |
| 6M | -6.5% | -35.2% | +28.7% | -6.0% |
| YTD | +4.2% | -31.1% | +35.3% | +4.3% |
| 1Y | -2.3% | +148.6% | -150.9% | -1.2% |
| All | -2.3% | +132.3% | -134.6% | -1.2% |
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