-80.8%
FIG vs TW
-28.3%
-52.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | -12.2% | -2.7% | -9.5% | -11.0% |
| 30D | -11.0% | -1.7% | -9.2% | -10.1% |
| 3M | +11.9% | +1.6% | +10.3% | +11.3% |
| 6M | -21.9% | -17.7% | -4.2% | -15.1% |
| YTD | -40.8% | -4.3% | -36.4% | -37.7% |
| 1Y | -56.6% | -13.1% | -43.5% | -61.7% |
| All | -80.8% | -28.3% | -52.5% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling