-83.2%
FIG vs TRI
-42.2%
-41.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +3.4% | -2.9% | +6.3% | +5.3% |
| 30D | -9.5% | +3.7% | -13.2% | -12.5% |
| 3M | -26.2% | +3.7% | -29.9% | -29.3% |
| 6M | +2.7% | +35.1% | -32.4% | -18.3% |
| YTD | -48.0% | -14.0% | -33.9% | -58.9% |
| 1Y | -52.0% | -19.0% | -33.1% | -63.5% |
| All | -83.2% | -42.2% | -41.0% | -91.3% |
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