+351.3%
FERG vs TTMI
+1,127.6%
-776.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.6% | +0.3% |
| 7D | -2.6% | +0.7% | -3.2% | -2.7% |
| 30D | -8.9% | -8.4% | -0.5% | -8.0% |
| 3M | -2.0% | -32.5% | +30.4% | +2.2% |
| 6M | -3.2% | +32.5% | -35.7% | -9.4% |
| YTD | +1.5% | +83.2% | -81.7% | -10.2% |
| 1Y | +0.5% | +161.7% | -161.2% | -16.3% |
| 3Y | +50.4% | +890.1% | -839.7% | +3.8% |
| 5Y | +68.7% | +832.4% | -763.8% | +16.9% |
| All | +351.3% | +1,127.6% | -776.3% | +202.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling