-52.0%
FIG vs TT
-2.3%
-49.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +2.1% |
| 7D | +3.4% | +4.0% | -0.6% | +5.4% |
| 30D | -9.5% | -11.3% | +1.9% | -16.6% |
| 3M | -26.2% | -12.3% | -13.9% | -32.3% |
| 6M | +2.7% | -10.8% | +13.5% | -4.3% |
| YTD | -48.0% | +8.2% | -56.1% | -46.7% |
| 1Y | -52.0% | +1.5% | -53.5% | -48.5% |
| All | -52.0% | -2.3% | -49.8% | -48.5% |
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