-79.1%
FIG vs TMF
-14.8%
-64.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.7% | -4.4% |
| 7D | -16.3% | -1.4% | -14.9% | -16.2% |
| 30D | -14.3% | -2.8% | -11.5% | -14.3% |
| 3M | +7.2% | -10.9% | +18.1% | +6.9% |
| 6M | -18.6% | -21.3% | +2.7% | -17.5% |
| YTD | -35.5% | -15.9% | -19.6% | -34.6% |
| 1Y | -55.8% | -15.7% | -40.1% | -55.2% |
| All | -79.1% | -14.8% | -64.3% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling