-58.5%
FIG vs TNA
+52.8%
-111.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.6% |
| 7D | -3.8% | -7.3% | +3.5% | -2.4% |
| 30D | -2.3% | -14.2% | +11.9% | +0.4% |
| 3M | +20.0% | -4.6% | +24.5% | +19.9% |
| 6M | -16.7% | +36.9% | -53.6% | -28.4% |
| YTD | -37.9% | +42.5% | -80.5% | -50.0% |
| 1Y | -58.5% | +45.8% | -104.3% | -67.2% |
| All | -58.5% | +52.8% | -111.4% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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