-83.6%
FIG vs TMF
-22.4%
-61.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +0.5% |
| 7D | +2.6% | -8.2% | +10.8% | +4.1% |
| 30D | -13.1% | +5.3% | -18.4% | -13.5% |
| 3M | -20.3% | -8.5% | -11.9% | -19.9% |
| 6M | -2.1% | -17.2% | +15.1% | -1.6% |
| YTD | -49.4% | -23.4% | -26.0% | -48.4% |
| 1Y | -57.0% | -30.2% | -26.8% | -57.0% |
| All | -83.6% | -22.4% | -61.2% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling