-0.3%
FERG vs TT
+8.2%
-8.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +0.9% | +1.4% | -0.5% | +0.1% |
| 30D | -15.1% | -6.7% | -8.4% | -11.7% |
| 3M | -4.8% | -5.4% | +0.6% | -2.3% |
| 6M | -2.5% | +4.4% | -6.8% | -5.3% |
| YTD | +1.8% | +14.9% | -13.1% | -5.1% |
| 1Y | -0.3% | +9.3% | -9.6% | -6.1% |
| All | -0.3% | +8.2% | -8.5% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling