+440.7%
FERG vs TT
+748.9%
-308.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | +6.4% | +3.5% | +2.9% | +5.3% |
| 30D | +19.9% | -11.0% | +31.0% | +24.5% |
| 3M | +5.6% | -12.0% | +17.6% | +10.0% |
| 6M | +9.2% | -10.4% | +19.7% | +13.0% |
| YTD | +20.6% | +9.9% | +10.7% | +16.7% |
| 1Y | +5.7% | +1.5% | +4.2% | +4.8% |
| 3Y | +73.6% | +93.7% | -20.1% | +41.2% |
| 5Y | +86.2% | +139.2% | -53.0% | +39.0% |
| 10Y | +440.7% | +741.5% | -300.8% | +247.1% |
| All | +440.7% | +748.9% | -308.2% | +247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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