-79.1%
FIG vs TT
+4.9%
-84.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.0% |
| 7D | -16.3% | 0.0% | -16.3% | -16.3% |
| 30D | -14.3% | -7.2% | -7.2% | -16.8% |
| 3M | +7.2% | -3.0% | +10.1% | +5.5% |
| 6M | -18.6% | +1.4% | -20.0% | -19.3% |
| YTD | -35.5% | +15.9% | -51.4% | -37.9% |
| 1Y | -55.8% | +9.4% | -65.2% | -56.1% |
| All | -79.1% | +4.9% | -84.0% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling