-80.9%
FIG vs TRI
-48.7%
-32.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.0% |
| 7D | -14.5% | -8.4% | -6.1% | -9.3% |
| 30D | -13.3% | -6.5% | -6.8% | -9.4% |
| 3M | +7.4% | +18.6% | -11.2% | -6.0% |
| 6M | -27.8% | -10.4% | -17.3% | -26.6% |
| YTD | -41.1% | -23.7% | -17.4% | -48.8% |
| 1Y | -58.7% | -42.5% | -16.3% | -72.2% |
| All | -80.9% | -48.7% | -32.3% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling