-51.7%
FIG vs TRI
-22.4%
-29.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.4% | -1.2% | 0.0% |
| 7D | -4.7% | +1.0% | -5.6% | -5.9% |
| 30D | +0.5% | +20.8% | -20.2% | -14.5% |
| 3M | -18.4% | +8.1% | -26.5% | -25.4% |
| 6M | +10.9% | +24.2% | -13.3% | -11.3% |
| YTD | -40.8% | -7.8% | -33.0% | -47.6% |
| 1Y | -51.7% | -16.7% | -35.0% | -57.5% |
| All | -51.7% | -22.4% | -29.3% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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