+12.1%
FIGR vs TW
-14.2%
+26.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.7% |
| 7D | -3.0% | -4.5% | +1.5% | -3.3% |
| 30D | +13.7% | -2.3% | +15.9% | +13.4% |
| 3M | +23.9% | +2.6% | +21.3% | +22.0% |
| 6M | -8.4% | -17.5% | +9.1% | -12.0% |
| YTD | -14.6% | -5.3% | -9.3% | -17.2% |
| 1Y | +12.1% | -14.8% | +26.9% | -2.7% |
| All | +12.1% | -14.2% | +26.3% | -2.7% |
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 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