+41.9%
TMUS vs FERG
+70.2%
-28.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.8% |
| 3M | -0.6% | -4.8% | +4.2% | -0.3% |
| 6M | -17.5% | -2.5% | -15.1% | -17.7% |
| YTD | -11.3% | +1.8% | -13.1% | -12.1% |
| 1Y | -25.4% | -0.3% | -25.1% | -26.1% |
| 3Y | +35.5% | +52.9% | -17.4% | +20.8% |
| 5Y | +41.9% | +69.3% | -27.4% | +14.7% |
| All | +41.9% | +70.2% | -28.3% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling