-79.1%
FIG vs TFC
+23.9%
-103.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.4% | -4.4% |
| 7D | -16.3% | +2.4% | -18.7% | -16.4% |
| 30D | -14.3% | -1.3% | -13.0% | -14.1% |
| 3M | +7.2% | +6.1% | +1.1% | +6.8% |
| 6M | -18.6% | +7.3% | -26.0% | -20.1% |
| YTD | -35.5% | +8.2% | -43.7% | -36.8% |
| 1Y | -55.8% | +14.4% | -70.2% | -59.6% |
| All | -79.1% | +23.9% | -103.0% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling