-26.5%
TMUS vs FERG
+0.8%
-27.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.8% | -3.3% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +5.3% | -10.2% | +15.4% | +4.6% |
| 3M | +3.1% | -0.6% | +3.7% | +3.2% |
| 6M | -16.5% | -6.5% | -9.9% | -16.8% |
| YTD | -9.2% | +4.2% | -13.3% | -9.3% |
| 1Y | -26.5% | -2.3% | -24.2% | -26.4% |
| All | -26.5% | +0.8% | -27.3% | -26.4% |
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