+1,315.5%
FERG vs TRV
+981.7%
+333.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | -15.1% | -2.3% | -12.7% | -14.8% |
| 3M | -4.8% | +22.7% | -27.5% | -7.3% |
| 6M | -2.5% | +21.9% | -24.4% | -4.9% |
| YTD | +1.8% | +27.5% | -25.7% | -1.3% |
| 1Y | -0.3% | +36.2% | -36.6% | -4.2% |
| 3Y | +52.9% | +140.6% | -87.7% | +38.7% |
| 5Y | +69.3% | +154.5% | -85.2% | +53.2% |
| 10Y | +352.7% | +295.4% | +57.3% | +306.7% |
| All | +1,315.5% | +981.7% | +333.8% | +1,090.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling