+7.1%
FERG vs TT
-2.3%
+9.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.4% |
| 7D | +9.7% | +4.0% | +5.7% | +7.6% |
| 30D | +15.0% | -11.3% | +26.3% | +21.7% |
| 3M | +3.8% | -12.3% | +16.0% | +10.4% |
| 6M | +10.6% | -10.8% | +21.5% | +15.8% |
| YTD | +17.0% | +8.2% | +8.8% | +11.4% |
| 1Y | +7.1% | +1.5% | +5.6% | +4.9% |
| All | +7.1% | -2.3% | +9.4% | +4.9% |
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