-51.7%
FIG vs TMO
+26.9%
-78.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.8% |
| 7D | -4.7% | +0.3% | -4.9% | -4.8% |
| 30D | +0.5% | +4.3% | -3.8% | -1.1% |
| 3M | -18.4% | +25.1% | -43.5% | -25.4% |
| 6M | +10.9% | +52.9% | -42.0% | -8.7% |
| YTD | -40.8% | +22.2% | -63.0% | -46.3% |
| 1Y | -51.7% | +25.4% | -77.1% | -57.0% |
| All | -51.7% | +26.9% | -78.6% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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