+67.5%
FERG vs TE
-49.6%
+117.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.7% | -0.5% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | -11.8% | -16.3% | +4.5% | -10.9% |
| 3M | -1.2% | -40.8% | +39.5% | +1.4% |
| 6M | -2.3% | -42.6% | +40.3% | -1.1% |
| YTD | +0.8% | -31.4% | +32.2% | -0.5% |
| 1Y | +0.5% | +144.9% | -144.4% | -13.9% |
| 3Y | +51.4% | -26.0% | +77.4% | +35.2% |
| 5Y | +67.5% | -48.5% | +116.0% | +49.4% |
| All | +67.5% | -49.6% | +117.1% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling