+234.1%
TER vs FERG
+0.4%
+233.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +4.3% |
| 7D | +12.4% | +0.9% | +11.5% | +11.4% |
| 30D | +5.1% | -15.1% | +20.2% | +20.7% |
| 3M | +4.0% | -4.8% | +8.8% | +7.2% |
| 6M | +29.5% | -2.5% | +32.0% | +32.1% |
| YTD | +98.5% | +1.8% | +96.7% | +99.0% |
| 1Y | +234.1% | -0.3% | +234.4% | +245.5% |
| All | +234.1% | +0.4% | +233.7% | +245.5% |
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