-80.9%
FIG vs TFC
+20.3%
-101.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -14.5% | -1.3% | -13.2% | -14.4% |
| 30D | -13.3% | -2.3% | -11.0% | -13.1% |
| 3M | +7.4% | +2.5% | +5.0% | +7.3% |
| 6M | -27.8% | +9.5% | -37.3% | -29.8% |
| YTD | -41.1% | +5.1% | -46.2% | -42.2% |
| 1Y | -58.7% | +15.5% | -74.2% | -61.6% |
| All | -80.9% | +20.3% | -101.3% | -82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling