+6.7%
TDY vs FIGR
-3.1%
+9.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.9% | +1.5% |
| 7D | -1.1% | -3.0% | +1.9% | -1.0% |
| 30D | -12.0% | +13.7% | -25.7% | -12.9% |
| 3M | -3.2% | +23.9% | -27.1% | -4.8% |
| 6M | -7.9% | -8.4% | +0.6% | -8.5% |
| YTD | +18.2% | -14.6% | +32.8% | +15.9% |
| 1Y | +6.7% | +12.1% | -5.4% | +3.5% |
| All | +6.7% | -3.1% | +9.8% | +3.5% |
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