-80.9%
FIG vs TE
+283.6%
-364.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -3.3% |
| 7D | -14.5% | +15.0% | -29.4% | -14.4% |
| 30D | -13.3% | -7.5% | -5.8% | -13.4% |
| 3M | +7.4% | -42.0% | +49.4% | +7.5% |
| 6M | -27.8% | -31.4% | +3.6% | -28.8% |
| YTD | -41.1% | -26.5% | -14.6% | -42.6% |
| 1Y | -58.7% | +153.1% | -211.8% | -56.8% |
| All | -80.9% | +283.6% | -364.5% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling