-79.1%
FIG vs TPR
+15.3%
-94.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -16.3% | -2.3% | -14.0% | -16.5% |
| 30D | -14.3% | -23.0% | +8.7% | -15.0% |
| 3M | +7.2% | -12.5% | +19.6% | +5.8% |
| 6M | -18.6% | -21.4% | +2.8% | -18.8% |
| YTD | -35.5% | -3.5% | -31.9% | -38.9% |
| 1Y | -55.8% | +17.4% | -73.1% | -60.2% |
| All | -79.1% | +15.3% | -94.5% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling