+3,430.3%
TER vs FERG
+1,348.4%
+2,081.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +4.9% |
| 7D | +0.6% | 0.0% | +0.7% | +0.7% |
| 30D | -8.3% | -10.2% | +1.9% | -5.9% |
| 3M | -12.2% | -0.6% | -11.6% | -12.1% |
| 6M | +17.1% | -6.5% | +23.6% | +19.5% |
| YTD | +84.7% | +4.2% | +80.5% | +84.2% |
| 1Y | +199.9% | -2.3% | +202.2% | +203.7% |
| 3Y | +232.8% | +48.5% | +184.3% | +211.1% |
| 5Y | +198.6% | +72.0% | +126.6% | +170.6% |
| 10Y | +1,669.7% | +369.9% | +1,299.9% | +1,432.0% |
| All | +3,430.3% | +1,348.4% | +2,081.9% | +2,780.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling