-80.8%
FIG vs TRI
-49.4%
-31.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.5% |
| 7D | -12.2% | -14.4% | +2.1% | -2.2% |
| 30D | -11.0% | -8.1% | -2.9% | -5.8% |
| 3M | +11.9% | +17.5% | -5.7% | -1.5% |
| 6M | -21.9% | -5.0% | -17.0% | -22.6% |
| YTD | -40.8% | -24.7% | -16.1% | -48.0% |
| 1Y | -56.6% | -41.5% | -15.1% | -69.2% |
| All | -80.8% | -49.4% | -31.5% | -89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling