+32.0%
FERG vs TEM
+79.0%
-47.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.7% | +6.3% | +1.2% |
| 7D | +9.7% | -5.9% | +15.6% | +10.4% |
| 30D | +15.0% | +4.8% | +10.2% | +14.4% |
| 3M | +3.8% | +31.9% | -28.1% | +0.1% |
| 6M | +10.6% | +56.0% | -45.4% | +4.3% |
| YTD | +17.0% | +21.3% | -4.3% | +12.3% |
| 1Y | +7.1% | +5.4% | +1.7% | +4.1% |
| All | +32.0% | +79.0% | -47.0% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling