-79.9%
FIG vs TDY
+9.9%
-89.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.9% |
| 7D | -3.8% | -1.1% | -2.7% | -3.9% |
| 30D | -2.3% | -12.0% | +9.7% | -3.5% |
| 3M | +20.0% | -3.2% | +23.2% | +18.2% |
| 6M | -16.7% | -7.9% | -8.8% | -17.4% |
| YTD | -37.9% | +18.2% | -56.1% | -47.6% |
| 1Y | -58.5% | +6.7% | -65.2% | -62.1% |
| All | -79.9% | +9.9% | -89.8% | -82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling