-1.4%
TEAM vs FERG
+3.5%
-4.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -2.4% | +9.7% | -12.1% | -1.7% |
| 30D | -26.7% | +15.0% | -41.8% | -25.7% |
| 3M | -9.6% | +3.8% | -13.4% | -9.1% |
| 6M | +86.0% | +10.6% | +75.4% | +89.8% |
| YTD | -7.5% | +17.0% | -24.5% | -5.3% |
| 1Y | -1.4% | +7.1% | -8.4% | +2.6% |
| All | -1.4% | +3.5% | -4.8% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling