+49.3%
FERG vs TTMI
+844.7%
-795.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -1.0% | +6.0% | -7.0% | -2.1% |
| 30D | -11.8% | -6.4% | -5.4% | -11.1% |
| 3M | -1.2% | -28.9% | +27.7% | +3.6% |
| 6M | -2.3% | +26.9% | -29.2% | -11.3% |
| YTD | +0.8% | +77.3% | -76.5% | -16.8% |
| 1Y | +0.5% | +147.5% | -147.0% | -25.6% |
| All | +49.3% | +844.7% | -795.4% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling