-79.9%
FIG vs TRI
-48.5%
-31.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +3.6% |
| 7D | -3.8% | -7.9% | +4.1% | +1.9% |
| 30D | -2.3% | -4.5% | +2.2% | +0.7% |
| 3M | +20.0% | +22.1% | -2.1% | +2.9% |
| 6M | -16.7% | -2.8% | -13.9% | -18.6% |
| YTD | -37.9% | -23.4% | -14.5% | -46.1% |
| 1Y | -58.5% | -41.5% | -17.0% | -71.5% |
| All | -79.9% | -48.5% | -31.4% | -88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling