-2.3%
FERG vs TEM
-15.5%
+13.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | 0.0% | +0.9% | -0.9% | -0.1% |
| 30D | -10.2% | +38.4% | -48.6% | -14.1% |
| 3M | -0.6% | +23.7% | -24.2% | -4.3% |
| 6M | -6.5% | +26.0% | -32.5% | -11.0% |
| YTD | +4.2% | +9.4% | -5.3% | +0.4% |
| 1Y | -2.3% | -17.3% | +15.0% | -2.7% |
| All | -2.3% | -15.5% | +13.3% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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