-59.1%
FIG vs TMF
-22.9%
-36.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -13.1% | +1.2% | -14.3% | -13.5% |
| 30D | -13.0% | +19.7% | -32.7% | -17.8% |
| 3M | -21.5% | -2.1% | -19.4% | -21.9% |
| 6M | -2.5% | -13.4% | +11.0% | 0.0% |
| YTD | -49.7% | -16.7% | -32.9% | -47.2% |
| 1Y | -59.1% | -23.3% | -35.7% | -54.3% |
| All | -59.1% | -22.9% | -36.2% | -54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling