+1,057.8%
TER vs FERG
+421.0%
+636.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.9% | +0.6% |
| 7D | +24.0% | +8.2% | +15.8% | +20.6% |
| 30D | -30.6% | +14.4% | -45.0% | -34.0% |
| 3M | -34.5% | +4.3% | -38.8% | -35.5% |
| 6M | -26.4% | +7.9% | -34.2% | -28.5% |
| YTD | +36.4% | +16.3% | +20.2% | +30.3% |
| 1Y | +47.4% | +2.2% | +45.2% | +46.9% |
| 3Y | +202.6% | +67.3% | +135.3% | +161.1% |
| 5Y | +83.9% | +75.3% | +8.6% | +51.8% |
| All | +1,057.8% | +421.0% | +636.7% | +824.2% |
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