+1,348.4%
FERG vs TPR
+420.4%
+928.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | 0.0% | -2.3% | +2.3% | +0.2% |
| 30D | -10.2% | -23.0% | +12.8% | -7.7% |
| 3M | -0.6% | -12.5% | +11.9% | +0.6% |
| 6M | -6.5% | -21.4% | +14.9% | -4.4% |
| YTD | +4.2% | -3.5% | +7.7% | +4.2% |
| 1Y | -2.3% | +17.4% | -19.6% | -4.4% |
| 3Y | +48.5% | +291.3% | -242.8% | +28.2% |
| 5Y | +72.0% | +241.9% | -169.9% | +48.6% |
| 10Y | +369.9% | +322.7% | +47.2% | +301.0% |
| All | +1,348.4% | +420.4% | +928.0% | +1,147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling