+38.8%
TMUS vs FERG
+54.4%
-15.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -0.3% | +3.4% | -3.6% | -0.3% |
| 30D | +3.1% | -11.5% | +14.6% | +3.4% |
| 3M | +2.4% | +1.3% | +1.1% | +2.3% |
| 6M | -17.1% | -1.0% | -16.1% | -17.2% |
| YTD | -9.1% | +3.2% | -12.3% | -9.5% |
| 1Y | -23.6% | -3.0% | -20.7% | -23.7% |
| 3Y | +38.8% | +55.0% | -16.2% | +25.5% |
| All | +38.8% | +54.4% | -15.5% | +25.5% |
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