+233.3%
TER vs FIG
-71.6%
+304.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.4% | +9.8% | +5.1% |
| 7D | +0.6% | -16.3% | +16.9% | -1.1% |
| 30D | -8.3% | -14.3% | +6.0% | -9.1% |
| 3M | -12.2% | +7.2% | -19.4% | -9.1% |
| 6M | +17.1% | -18.6% | +35.7% | +23.1% |
| YTD | +84.7% | -35.5% | +120.1% | +99.9% |
| 1Y | +199.9% | -55.8% | +255.7% | +235.9% |
| All | +233.3% | -71.6% | +304.9% | +263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling