+199.8%
TER vs FIG
-56.9%
+256.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.4% | +9.8% | +4.9% |
| 7D | +0.6% | -16.3% | +16.9% | -1.5% |
| 30D | -8.3% | -14.3% | +6.0% | -9.4% |
| 3M | -12.2% | +7.2% | -19.4% | -8.1% |
| 6M | +17.0% | -18.6% | +35.6% | +26.8% |
| YTD | +84.6% | -35.5% | +120.1% | +116.3% |
| 1Y | +199.8% | -55.8% | +255.6% | +290.5% |
| All | +199.8% | -56.9% | +256.7% | +290.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling