-83.7%
FIG vs TFC
+18.5%
-102.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | -13.1% | +1.2% | -14.3% | -13.0% |
| 30D | -13.0% | +8.3% | -21.3% | -13.6% |
| 3M | -21.5% | -5.2% | -16.4% | -21.2% |
| 6M | -2.5% | -0.8% | -1.7% | -1.9% |
| YTD | -49.7% | +3.4% | -53.1% | -50.5% |
| 1Y | -59.1% | +17.0% | -76.1% | -60.6% |
| All | -83.7% | +18.5% | -102.2% | -85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling