+187.8%
FERG vs TE
-48.3%
+236.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.0% | -10.9% | -1.7% |
| 7D | +3.4% | +18.2% | -14.8% | +2.1% |
| 30D | -11.5% | -13.5% | +2.0% | -10.8% |
| 3M | +1.3% | -44.6% | +45.9% | +4.5% |
| 6M | -1.0% | -24.7% | +23.7% | -1.9% |
| YTD | +3.2% | -24.3% | +27.5% | +1.2% |
| 1Y | -3.0% | +155.6% | -158.5% | -16.8% |
| 3Y | +55.0% | -18.3% | +73.3% | +36.5% |
| 5Y | +72.6% | -41.3% | +113.9% | +52.6% |
| All | +187.8% | -48.3% | +236.1% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling