-2.3%
FERG vs TRV
+34.7%
-37.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.7% | +2.4% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -10.2% | -3.4% | -6.8% | -10.0% |
| 3M | -0.6% | +26.4% | -27.0% | -3.4% |
| 6M | -6.5% | +19.3% | -25.8% | -8.4% |
| YTD | +4.2% | +28.3% | -24.2% | +1.0% |
| 1Y | -2.3% | +34.3% | -36.5% | -6.6% |
| All | -2.3% | +34.7% | -37.0% | -6.6% |
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