-51.7%
FIG vs TDY
+22.9%
-74.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.8% | +10.0% | +3.9% |
| 7D | -4.7% | -5.0% | +0.4% | -5.9% |
| 30D | +0.5% | +2.0% | -1.5% | +1.0% |
| 3M | -18.4% | -7.7% | -10.7% | -20.4% |
| 6M | +10.9% | -0.9% | +11.7% | +10.0% |
| YTD | -40.8% | +23.7% | -64.5% | -47.8% |
| 1Y | -51.7% | +23.6% | -75.3% | -57.5% |
| All | -51.7% | +22.9% | -74.6% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling