+67.7%
FERG vs TPR
+403.8%
-336.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +9.7% | -0.3% | +10.0% | +9.9% |
| 30D | +15.0% | +15.1% | -0.1% | +11.2% |
| 3M | +3.8% | +3.5% | +0.2% | +2.6% |
| 6M | +10.6% | +0.4% | +10.2% | +9.2% |
| YTD | +17.0% | +4.6% | +12.4% | +14.1% |
| 1Y | +7.1% | +33.1% | -26.0% | -1.6% |
| 3Y | +67.7% | +396.0% | -328.2% | +12.5% |
| All | +67.7% | +403.8% | -336.0% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 3y: compounded portfolio wealth divided by compounded TPR 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…
3y analysis · Full analysis span regression · 6 months rolling