+1,341.9%
TMUS vs FERG
+1,348.4%
-6.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.8% | -3.6% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +5.3% | -10.2% | +15.4% | +5.9% |
| 3M | +3.1% | -0.6% | +3.7% | +3.1% |
| 6M | -16.5% | -6.5% | -9.9% | -16.3% |
| YTD | -9.2% | +4.2% | -13.3% | -9.7% |
| 1Y | -26.5% | -2.3% | -24.2% | -26.7% |
| 3Y | +39.0% | +48.5% | -9.5% | +33.7% |
| 5Y | +40.4% | +72.0% | -31.6% | +32.6% |
| 10Y | +303.7% | +369.9% | -66.2% | +255.3% |
| All | +1,341.9% | +1,348.4% | -6.5% | +1,049.6% |
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