+351.3%
FERG vs TRV
+306.9%
+44.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | -2.6% | +1.9% | -4.5% | -2.8% |
| 30D | -8.9% | +1.7% | -10.6% | -9.1% |
| 3M | -2.0% | +23.9% | -25.9% | -5.2% |
| 6M | -3.2% | +26.3% | -29.5% | -6.6% |
| YTD | +1.5% | +30.8% | -29.3% | -2.6% |
| 1Y | +0.5% | +36.3% | -35.8% | -4.3% |
| 3Y | +50.4% | +145.0% | -94.6% | +33.0% |
| 5Y | +68.7% | +163.9% | -95.2% | +48.8% |
| All | +351.3% | +306.9% | +44.4% | +277.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling