+1,382.0%
FERG vs TPR
+465.8%
+916.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -2.1% | +14.2% | -16.3% | -3.6% |
| 30D | +8.7% | +17.1% | -8.4% | +6.7% |
| 3M | -7.4% | -17.7% | +10.3% | -5.7% |
| 6M | -6.6% | -10.2% | +3.5% | -6.0% |
| YTD | +6.6% | +4.9% | +1.7% | +5.5% |
| 1Y | -3.6% | +36.1% | -39.7% | -7.3% |
| 3Y | +56.4% | +416.5% | -360.1% | +31.4% |
| 5Y | +67.5% | +254.8% | -187.3% | +43.5% |
| 10Y | +434.6% | +391.7% | +42.8% | +350.7% |
| All | +1,382.0% | +465.8% | +916.2% | +1,162.6% |
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