-1.9%
T vs FIG
-71.6%
+69.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.4% | -2.1% |
| 7D | -1.3% | -16.3% | +15.0% | -1.7% |
| 30D | +11.4% | -14.3% | +25.7% | +10.9% |
| 3M | +14.3% | +7.2% | +7.1% | +14.5% |
| 6M | -9.3% | -18.6% | +9.4% | -9.7% |
| YTD | +7.1% | -35.5% | +42.6% | +6.4% |
| 1Y | -9.1% | -55.8% | +46.7% | -10.3% |
| All | -1.9% | -71.6% | +69.7% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling