-83.6%
FIG vs TPR
+25.9%
-109.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.7% |
| 7D | -14.3% | +6.4% | -20.7% | -13.7% |
| 30D | -13.6% | +13.8% | -27.4% | -12.8% |
| 3M | -23.7% | -16.6% | -7.1% | -23.8% |
| 6M | -5.4% | +0.7% | -6.1% | -6.2% |
| YTD | -49.2% | +5.3% | -54.6% | -51.6% |
| 1Y | -57.4% | +32.4% | -89.7% | -62.0% |
| All | -83.6% | +25.9% | -109.5% | -85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling