-0.3%
FERG vs TLN
-18.5%
+18.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | +0.9% | +5.8% | -4.9% | 0.0% |
| 30D | -15.1% | -6.9% | -8.2% | -14.4% |
| 3M | -4.8% | -10.9% | +6.1% | -3.6% |
| 6M | -2.5% | -4.6% | +2.2% | -2.8% |
| YTD | +1.8% | -14.7% | +16.5% | +2.5% |
| 1Y | -0.3% | -17.9% | +17.6% | -1.7% |
| All | -0.3% | -18.5% | +18.2% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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