-83.6%
FIG vs TT
-0.7%
-82.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +2.6% | +8.1% | -5.5% | +5.2% |
| 30D | -13.1% | -11.3% | -1.8% | -17.8% |
| 3M | -20.3% | -11.2% | -9.2% | -24.4% |
| 6M | -2.1% | -8.9% | +6.8% | -6.3% |
| YTD | -49.4% | +9.7% | -59.1% | -52.6% |
| 1Y | -57.0% | +1.3% | -58.3% | -57.3% |
| All | -83.6% | -0.7% | -82.9% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling