+65.3%
FERG vs TPR
+255.4%
-190.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -2.1% | +14.2% | -16.3% | -5.8% |
| 30D | +8.7% | +17.1% | -8.4% | +3.8% |
| 3M | -7.4% | -17.7% | +10.3% | -3.1% |
| 6M | -6.6% | -10.2% | +3.5% | -5.2% |
| YTD | +6.6% | +4.9% | +1.7% | +3.1% |
| 1Y | -3.6% | +36.1% | -39.7% | -13.7% |
| 3Y | +56.4% | +416.5% | -360.1% | -11.8% |
| All | +65.3% | +255.4% | -190.0% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling