-17.6%
TEAM vs FERG
+54.5%
-72.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.9% | -6.0% | -6.6% |
| 7D | -5.7% | +3.4% | -9.0% | -6.7% |
| 30D | +18.3% | -11.5% | +29.9% | +23.0% |
| 3M | +80.2% | +1.3% | +79.0% | +78.9% |
| 6M | +111.0% | -1.0% | +111.9% | +107.8% |
| YTD | +8.8% | +3.2% | +5.6% | +4.4% |
| 1Y | +2.2% | -3.0% | +5.1% | +0.1% |
| All | -17.6% | +54.5% | -72.0% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling