+55.0%
FERG vs TT
+121.9%
-66.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +3.4% | +1.6% | +1.8% | +2.6% |
| 30D | -11.5% | -7.3% | -4.2% | -8.2% |
| 3M | +1.3% | -2.6% | +3.9% | +2.4% |
| 6M | -1.0% | +5.9% | -6.9% | -3.9% |
| YTD | +3.2% | +15.4% | -12.2% | -3.8% |
| 1Y | -3.0% | +8.2% | -11.2% | -7.0% |
| 3Y | +55.0% | +122.7% | -67.6% | +9.7% |
| All | +55.0% | +121.9% | -66.8% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling