+78.0%
FERG vs TTMI
+416.2%
-338.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.2% |
| 7D | +9.7% | +11.4% | -1.6% | +7.5% |
| 30D | +15.0% | -28.3% | +43.3% | +20.1% |
| 3M | +3.8% | -46.7% | +50.4% | +13.9% |
| 6M | +10.6% | -56.1% | +66.7% | +23.9% |
| YTD | +17.0% | +7.4% | +9.6% | +1.5% |
| 1Y | +7.1% | +17.4% | -10.3% | -10.4% |
| 3Y | +67.7% | +429.1% | -361.4% | -14.4% |
| All | +78.0% | +416.2% | -338.2% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling