+50.4%
FERG vs TRI
-18.9%
+69.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | -2.6% | -7.9% | +5.3% | -1.9% |
| 30D | -8.9% | -4.5% | -4.4% | -8.7% |
| 3M | -2.0% | +22.1% | -24.1% | -4.2% |
| 6M | -3.2% | -2.8% | -0.4% | -2.4% |
| YTD | +1.5% | -23.4% | +24.9% | +7.5% |
| 1Y | +0.5% | -41.5% | +42.0% | +14.3% |
| 3Y | +50.4% | -19.2% | +69.6% | +43.9% |
| All | +50.4% | -18.9% | +69.3% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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