-2.2%
T vs FIG
-73.2%
+71.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.7% | +5.4% | -0.5% |
| 7D | -1.5% | -16.4% | +14.8% | -2.0% |
| 30D | +7.6% | -2.3% | +9.9% | +7.6% |
| 3M | +15.3% | +7.8% | +7.5% | +15.6% |
| 6M | -8.5% | -21.8% | +13.4% | -9.0% |
| YTD | +6.8% | -39.1% | +45.9% | +5.9% |
| 1Y | -7.2% | -56.6% | +49.4% | -8.5% |
| All | -2.2% | -73.2% | +71.0% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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