-83.2%
FIG vs TPR
+25.0%
-108.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | -9.5% | +15.1% | -24.6% | -8.5% |
| 3M | -26.2% | +3.5% | -29.7% | -26.0% |
| 6M | +2.7% | +0.4% | +2.2% | +1.7% |
| YTD | -48.0% | +4.6% | -52.6% | -50.4% |
| 1Y | -52.0% | +33.1% | -85.1% | -57.5% |
| All | -83.2% | +25.0% | -108.2% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling