-51.7%
FIG vs TT
-6.5%
-45.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +4.2% |
| 7D | -4.7% | -8.5% | +3.8% | -9.8% |
| 30D | +0.5% | -12.8% | +13.4% | -7.4% |
| 3M | -18.4% | -12.9% | -5.5% | -24.7% |
| 6M | +10.9% | -15.2% | +26.1% | +1.7% |
| YTD | -40.8% | +6.2% | -47.0% | -40.2% |
| 1Y | -51.7% | -4.5% | -47.2% | -47.8% |
| All | -51.7% | -6.5% | -45.2% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling