+1,545.2%
FERG vs TT
+2,320.3%
-775.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +7.2% | +0.8% | +6.4% | +7.1% |
| 30D | +17.9% | -11.8% | +29.7% | +21.0% |
| 3M | -1.3% | -11.6% | +10.3% | +1.2% |
| 6M | +8.3% | -9.3% | +17.6% | +10.4% |
| YTD | +18.3% | +8.9% | +9.4% | +16.3% |
| 1Y | +4.7% | -2.2% | +6.9% | +5.1% |
| 3Y | +70.3% | +91.9% | -21.6% | +51.5% |
| 5Y | +84.6% | +136.0% | -51.4% | +56.9% |
| 10Y | +430.3% | +734.7% | -304.4% | +315.5% |
| All | +1,545.2% | +2,320.3% | -775.1% | +1,198.2% |
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