-79.1%
FIG vs TRI
-44.1%
-35.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.4% | +1.1% | -0.6% |
| 7D | -16.3% | -0.5% | -15.8% | -16.2% |
| 30D | -14.3% | +7.9% | -22.2% | -19.0% |
| 3M | +7.2% | +24.1% | -16.9% | -9.2% |
| 6M | -18.6% | +3.8% | -22.4% | -24.3% |
| YTD | -35.5% | -16.9% | -18.6% | -47.1% |
| 1Y | -55.8% | -38.4% | -17.4% | -72.8% |
| All | -79.1% | -44.1% | -35.0% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling