-51.7%
FIG vs TPR
+20.9%
-72.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.7% | +5.9% |
| 7D | -4.7% | +12.6% | -17.3% | -2.3% |
| 30D | +0.5% | +7.1% | -6.6% | +2.0% |
| 3M | -18.4% | -19.4% | +1.0% | -21.8% |
| 6M | +10.9% | -9.7% | +20.6% | +8.3% |
| YTD | -40.8% | -1.0% | -39.8% | -42.1% |
| 1Y | -51.7% | +19.3% | -71.0% | -51.9% |
| All | -51.7% | +20.9% | -72.6% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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