-21.2%
TMUS vs FERG
+3.8%
-25.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +3.2% |
| 7D | +7.5% | +7.7% | -0.2% | +7.9% |
| 30D | -3.3% | +11.5% | -14.8% | -2.7% |
| 3M | -9.7% | -2.4% | -7.3% | -9.6% |
| 6M | -17.2% | -4.0% | -13.2% | -17.6% |
| YTD | -20.3% | +13.4% | -33.7% | -20.9% |
| 1Y | -21.2% | +3.1% | -24.3% | -20.8% |
| All | -21.2% | +3.8% | -25.0% | -20.8% |
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