-39.8%
FIGR vs TW
+20.8%
-60.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.2% |
| 7D | -1.3% | +6.0% | -7.3% | -1.0% |
| 30D | -17.6% | +18.6% | -36.2% | -17.5% |
| 3M | -16.7% | +26.5% | -43.3% | -16.8% |
| 6M | -36.1% | +13.1% | -49.3% | -37.6% |
| YTD | -43.6% | +18.5% | -62.2% | -45.6% |
| 1Y | -39.8% | +21.7% | -61.6% | -41.4% |
| All | -39.8% | +20.8% | -60.6% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling