+66.6%
FERG vs TRV
+157.5%
-90.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -1.0% | -1.5% | +0.5% | -0.6% |
| 30D | -11.8% | -1.8% | -10.0% | -11.4% |
| 3M | -1.2% | +21.6% | -22.8% | -7.6% |
| 6M | -2.3% | +22.5% | -24.8% | -8.9% |
| YTD | +0.8% | +28.1% | -27.4% | -7.6% |
| 1Y | +0.5% | +37.0% | -36.6% | -10.1% |
| 3Y | +51.4% | +141.9% | -90.5% | +8.9% |
| All | +66.6% | +157.5% | -90.9% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling