+66.9%
T vs FERG
+348.1%
-281.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | -2.4% | -1.0% | -1.4% | -2.4% |
| 30D | +4.3% | -11.8% | +16.1% | +5.0% |
| 3M | +11.6% | -1.2% | +12.8% | +11.5% |
| 6M | -5.6% | -2.3% | -3.3% | -5.6% |
| YTD | +6.6% | +0.8% | +5.8% | +6.2% |
| 1Y | -8.4% | +0.5% | -8.9% | -8.7% |
| 3Y | +107.8% | +51.4% | +56.5% | +99.8% |
| 5Y | +68.3% | +67.5% | +0.8% | +59.0% |
| All | +66.9% | +348.1% | -281.2% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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