+49.3%
FERG vs TRV
+141.6%
-92.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -1.0% | -1.5% | +0.5% | -0.7% |
| 30D | -11.8% | -1.8% | -10.0% | -11.4% |
| 3M | -1.2% | +21.6% | -22.8% | -6.7% |
| 6M | -2.3% | +22.5% | -24.8% | -8.0% |
| YTD | +0.8% | +28.1% | -27.4% | -6.4% |
| 1Y | +0.5% | +37.0% | -36.6% | -8.8% |
| All | +49.3% | +141.6% | -92.2% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling