-18.6%
FIG vs TFC
+6.3%
-24.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.4% | -4.4% |
| 7D | -16.3% | +2.4% | -18.7% | -16.0% |
| 30D | -14.3% | -1.3% | -13.0% | -14.1% |
| 3M | +7.2% | +6.1% | +1.1% | +8.8% |
| 6M | -18.6% | +7.3% | -26.0% | -18.5% |
| All | -18.6% | +6.3% | -24.9% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling