+67.7%
FERG vs TRU
-35.6%
+103.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -2.6% | -2.7% | +0.2% | -1.7% |
| 30D | -8.9% | -2.0% | -6.9% | -8.6% |
| 3M | -2.0% | +18.4% | -20.5% | -8.1% |
| 6M | -3.2% | +8.9% | -12.1% | -7.1% |
| YTD | +1.5% | -8.9% | +10.4% | +2.5% |
| 1Y | +0.5% | -15.9% | +16.4% | +3.8% |
| 3Y | +50.4% | -1.1% | +51.5% | +43.3% |
| All | +67.7% | -35.6% | +103.3% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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