+1,335.0%
FERG vs TTMI
+1,008.4%
+326.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.2% |
| 7D | +3.4% | +12.2% | -8.8% | +2.2% |
| 30D | -11.5% | -5.7% | -5.8% | -11.2% |
| 3M | +1.3% | -27.5% | +28.8% | +3.6% |
| 6M | -1.0% | +47.1% | -48.1% | -6.2% |
| YTD | +3.2% | +87.5% | -84.2% | -5.0% |
| 1Y | -3.0% | +175.2% | -178.2% | -14.3% |
| 3Y | +55.0% | +901.9% | -846.9% | +22.2% |
| 5Y | +72.6% | +843.5% | -770.8% | +36.2% |
| 10Y | +358.9% | +1,077.0% | -718.0% | +256.9% |
| All | +1,335.0% | +1,008.4% | +326.6% | +1,056.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling