-19.4%
TEM vs FIGR
-29.9%
+10.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.8% | -3.9% | -5.3% |
| 7D | -5.9% | +11.0% | -16.8% | -7.8% |
| 30D | +4.8% | +0.7% | +4.1% | +4.5% |
| 3M | +31.9% | -20.9% | +52.8% | +36.2% |
| 6M | +56.0% | -37.7% | +93.7% | +65.3% |
| YTD | +21.3% | -38.2% | +59.5% | +23.4% |
| 1Y | +5.4% | -27.1% | +32.5% | +2.2% |
| All | -19.4% | -29.9% | +10.6% | -23.0% |
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