+3.1%
FERG vs TRV
+54.4%
-51.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.3% |
| 7D | +7.7% | +3.9% | +3.8% | +7.2% |
| 30D | +11.5% | +13.5% | -2.0% | +10.2% |
| 3M | -2.4% | +8.9% | -11.3% | -3.2% |
| 6M | -4.0% | +36.8% | -40.7% | -8.0% |
| YTD | +13.4% | +42.7% | -29.3% | +7.8% |
| 1Y | +3.1% | +49.9% | -46.8% | -4.9% |
| All | +3.1% | +54.4% | -51.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling