+1,335.0%
FERG vs TRI
+376.4%
+958.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | +0.1% |
| 7D | +3.4% | -7.1% | +10.5% | +4.5% |
| 30D | -11.5% | -2.3% | -9.2% | -11.4% |
| 3M | +1.3% | +19.6% | -18.3% | -2.4% |
| 6M | -1.0% | -8.7% | +7.7% | -0.3% |
| YTD | +3.2% | -22.3% | +25.5% | +6.7% |
| 1Y | -3.0% | -40.7% | +37.7% | +6.0% |
| 3Y | +55.0% | -17.8% | +72.8% | +57.0% |
| 5Y | +72.6% | -8.5% | +81.1% | +69.9% |
| 10Y | +358.9% | +192.6% | +166.4% | +299.3% |
| All | +1,335.0% | +376.4% | +958.7% | +1,081.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling