+317.8%
TMUS vs FERG
+352.7%
-34.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.3% |
| 7D | -5.3% | +0.9% | -6.2% | -5.4% |
| 30D | +0.1% | -15.1% | +15.2% | +0.7% |
| 3M | -0.6% | -4.8% | +4.2% | -0.5% |
| 6M | -17.5% | -2.5% | -15.1% | -17.6% |
| YTD | -11.3% | +1.8% | -13.1% | -11.5% |
| 1Y | -25.4% | -0.3% | -25.1% | -25.6% |
| 3Y | +35.5% | +52.9% | -17.4% | +31.8% |
| 5Y | +41.9% | +69.3% | -27.4% | +36.0% |
| 10Y | +317.8% | +352.7% | -34.9% | +303.8% |
| All | +317.8% | +352.7% | -34.9% | +303.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling