-56.6%
FIG vs TE
+136.1%
-192.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.3% | +0.6% |
| 7D | -12.2% | +0.9% | -13.1% | -12.2% |
| 30D | -11.0% | -16.3% | +5.3% | -10.9% |
| 3M | +11.9% | -40.8% | +52.6% | +12.2% |
| 6M | -21.9% | -42.6% | +20.7% | -22.6% |
| YTD | -40.8% | -31.4% | -9.3% | -42.7% |
| 1Y | -56.6% | +144.9% | -201.6% | -58.0% |
| All | -56.6% | +136.1% | -192.7% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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