+1,267.6%
TMUS vs FERG
+1,577.3%
-309.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.1% | +1.7% |
| 7D | +8.2% | +6.4% | +1.7% | +7.7% |
| 30D | +13.4% | +19.9% | -6.6% | +12.1% |
| 3M | -3.0% | +5.6% | -8.6% | -3.4% |
| 6M | -8.8% | +9.2% | -18.0% | -9.4% |
| YTD | -13.8% | +20.6% | -34.5% | -15.1% |
| 1Y | -17.1% | +5.7% | -22.8% | -17.6% |
| 3Y | +22.7% | +73.6% | -50.9% | +16.8% |
| 5Y | +52.8% | +86.2% | -33.4% | +43.4% |
| 10Y | +244.6% | +440.7% | -196.0% | +200.8% |
| All | +1,267.6% | +1,577.3% | -309.7% | +980.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling