-13.0%
TDG vs FIGR
+5.9%
-18.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -2.4% | +14.9% | -17.3% | -3.1% |
| 30D | -8.0% | +32.3% | -40.3% | -9.4% |
| 3M | -10.5% | +34.8% | -45.3% | -12.1% |
| 6M | -11.9% | +16.8% | -28.7% | -13.3% |
| YTD | -15.4% | -6.7% | -8.7% | -15.6% |
| All | -13.0% | +5.9% | -18.8% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling