-80.9%
FIG vs TW
-28.0%
-52.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -14.5% | -0.5% | -13.9% | -14.2% |
| 30D | -13.3% | -0.6% | -12.7% | -12.9% |
| 3M | +7.4% | +3.4% | +4.0% | +6.0% |
| 6M | -27.8% | -18.4% | -9.3% | -21.2% |
| YTD | -41.1% | -3.9% | -37.2% | -38.2% |
| 1Y | -58.7% | -13.3% | -45.4% | -64.1% |
| All | -80.9% | -28.0% | -52.9% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling