-83.2%
FIG vs TMF
-15.6%
-67.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.1% | +3.1% |
| 7D | -12.6% | +0.6% | -13.2% | -12.7% |
| 30D | -13.8% | +16.3% | -30.1% | -15.6% |
| 3M | -16.7% | -2.7% | -14.0% | -17.3% |
| 6M | -6.1% | -13.2% | +7.1% | -6.6% |
| YTD | -48.1% | -16.7% | -31.4% | -47.8% |
| 1Y | -56.2% | -22.7% | -33.4% | -56.5% |
| All | -83.2% | -15.6% | -67.6% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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