-2.3%
FERG vs TTMI
+171.3%
-173.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.8% | -6.5% | +1.2% |
| 7D | 0.0% | +5.9% | -5.9% | -0.8% |
| 30D | -10.2% | -4.3% | -5.9% | -10.0% |
| 3M | -0.6% | -32.0% | +31.5% | +3.6% |
| 6M | -6.5% | +19.5% | -26.0% | -12.3% |
| YTD | +4.2% | +82.0% | -77.9% | -9.0% |
| 1Y | -2.3% | +172.6% | -174.9% | -27.3% |
| All | -2.3% | +171.3% | -173.5% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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