+316.8%
FERG vs TRU
+228.6%
+88.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.3% |
| 7D | +3.4% | -7.2% | +10.6% | +5.0% |
| 30D | -11.5% | -2.8% | -8.7% | -11.1% |
| 3M | +1.3% | +13.0% | -11.7% | -2.1% |
| 6M | -1.0% | +0.7% | -1.6% | -2.1% |
| YTD | +3.2% | -9.0% | +12.2% | +3.9% |
| 1Y | -3.0% | -16.3% | +13.4% | -0.7% |
| 3Y | +55.0% | -1.1% | +56.1% | +49.6% |
| 5Y | +72.6% | -36.0% | +108.7% | +71.8% |
| 10Y | +358.9% | +139.9% | +219.0% | +315.5% |
| All | +316.8% | +228.6% | +88.3% | +270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling