-51.7%
FIG vs TFC
+20.8%
-72.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.3% | +4.7% |
| 7D | -4.7% | +5.1% | -9.7% | -5.3% |
| 30D | +0.5% | +9.8% | -9.3% | -0.7% |
| 3M | -18.4% | -2.4% | -16.0% | -18.7% |
| 6M | +10.9% | +4.9% | +5.9% | +10.4% |
| YTD | -40.8% | +6.6% | -47.3% | -43.4% |
| 1Y | -51.7% | +21.3% | -73.0% | -59.6% |
| All | -51.7% | +20.8% | -72.5% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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