+14.9%
FERG vs TEM
+53.2%
-38.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -0.9% |
| 7D | +0.9% | -1.1% | +2.0% | +1.0% |
| 30D | -15.1% | +11.3% | -26.4% | -16.2% |
| 3M | -4.8% | +25.5% | -30.4% | -7.6% |
| 6M | -2.5% | +17.1% | -19.6% | -5.2% |
| YTD | +1.8% | +3.8% | -2.0% | -0.3% |
| 1Y | -0.3% | -24.4% | +24.0% | +0.2% |
| All | +14.9% | +53.2% | -38.3% | +0.1% |
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