+23.0%
FIGR vs TW
-12.9%
+35.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.0% | +9.4% | +6.2% |
| 7D | +13.5% | -3.5% | +17.0% | +13.2% |
| 30D | +33.7% | +0.5% | +33.2% | +33.7% |
| 3M | +37.3% | +4.9% | +32.4% | +35.6% |
| 6M | +25.5% | -17.1% | +42.6% | +20.3% |
| YTD | -6.3% | -3.9% | -2.5% | -9.0% |
| All | +23.0% | -12.9% | +35.9% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling