+1,348.4%
FERG vs TT
+2,476.1%
-1,127.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.1% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.2% | -7.2% | -3.0% | -8.7% |
| 3M | -0.6% | -3.0% | +2.4% | +0.1% |
| 6M | -6.5% | +1.4% | -7.9% | -6.7% |
| YTD | +4.2% | +15.9% | -11.7% | +1.2% |
| 1Y | -2.3% | +9.4% | -11.7% | -4.0% |
| 3Y | +48.5% | +124.4% | -75.9% | +28.5% |
| 5Y | +72.0% | +138.0% | -66.0% | +45.0% |
| 10Y | +369.9% | +886.4% | -516.5% | +262.3% |
| All | +1,348.4% | +2,476.1% | -1,127.7% | +1,029.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling