-80.3%
FIG vs TRV
+44.0%
-124.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -5.4% |
| 7D | -16.4% | +0.5% | -16.8% | -16.5% |
| 30D | -2.3% | -4.9% | +2.5% | -0.8% |
| 3M | +7.8% | +23.7% | -15.9% | +3.9% |
| 6M | -21.8% | +20.3% | -42.2% | -24.6% |
| YTD | -39.1% | +27.1% | -66.2% | -42.3% |
| 1Y | -56.6% | +35.3% | -92.0% | -58.8% |
| All | -80.3% | +44.0% | -124.3% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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