+278.4%
TER vs FERG
+50.8%
+227.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.8% |
| 7D | +9.4% | -1.0% | +10.4% | +10.2% |
| 30D | -2.4% | -11.8% | +9.4% | +6.6% |
| 3M | +6.5% | -1.2% | +7.8% | +6.7% |
| 6M | +23.2% | -2.3% | +25.5% | +25.7% |
| YTD | +91.5% | +0.8% | +90.7% | +92.3% |
| 1Y | +214.8% | +0.5% | +214.3% | +217.1% |
| All | +278.4% | +50.8% | +227.5% | +193.6% |
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 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