-83.7%
FIG vs TPR
+25.4%
-109.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +1.9% |
| 7D | -13.1% | +14.2% | -27.3% | -12.3% |
| 30D | -13.0% | +17.1% | -30.1% | -12.0% |
| 3M | -21.5% | -17.7% | -3.8% | -21.6% |
| 6M | -2.5% | -10.2% | +7.7% | -2.9% |
| YTD | -49.7% | +4.9% | -54.6% | -52.1% |
| 1Y | -59.1% | +36.1% | -95.2% | -63.9% |
| All | -83.7% | +25.4% | -109.1% | -85.2% |
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