+21.3%
TFC vs FIGR
-41.8%
+63.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +2.8% |
| 7D | +5.1% | -1.3% | +6.4% | +5.1% |
| 30D | +9.8% | -17.6% | +27.4% | +10.4% |
| 3M | -2.4% | -16.7% | +14.3% | -2.4% |
| 6M | +4.9% | -36.1% | +41.1% | +5.9% |
| YTD | +6.6% | -43.6% | +50.2% | +5.7% |
| 1Y | +21.3% | -39.8% | +61.2% | +20.9% |
| All | +21.3% | -41.8% | +63.1% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling