+0.5%
FERG vs TTMI
+155.3%
-154.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.1% |
| 3M | -2.0% | -32.5% | +30.4% | +2.4% |
| 6M | -3.2% | +32.5% | -35.7% | -10.5% |
| YTD | +1.5% | +83.2% | -81.7% | -11.8% |
| 1Y | +0.5% | +161.7% | -161.2% | -25.0% |
| All | +0.5% | +155.3% | -154.9% | -25.0% |
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