-11.8%
TDG vs FIGR
-3.1%
-8.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.8% | +1.4% |
| 7D | -1.9% | -3.0% | +1.2% | -1.8% |
| 30D | -7.7% | +13.7% | -21.4% | -8.5% |
| 3M | -9.3% | +23.9% | -33.2% | -10.6% |
| 6M | -9.4% | -8.4% | -0.9% | -9.9% |
| YTD | -14.3% | -14.6% | +0.4% | -14.1% |
| 1Y | -11.8% | +12.1% | -23.9% | -12.0% |
| All | -11.8% | -3.1% | -8.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 3y: compounded portfolio wealth divided by compounded FIGR 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…
3y analysis · Full analysis span regression · 6 months rolling