+181.5%
TER vs FERG
+73.7%
+107.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.1% |
| 7D | -8.9% | +7.2% | -16.1% | -13.0% |
| 30D | -39.1% | +17.9% | -57.0% | -46.0% |
| 3M | -32.8% | -1.3% | -31.5% | -32.4% |
| 6M | -31.7% | +8.3% | -40.1% | -36.1% |
| YTD | +26.9% | +18.3% | +8.6% | +13.2% |
| 1Y | +33.6% | +4.7% | +28.9% | +29.0% |
| 3Y | +181.5% | +70.3% | +111.2% | +91.1% |
| All | +181.5% | +73.7% | +107.8% | +91.1% |
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