+15.4%
TFC vs FIGR
+5.9%
+9.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.3% | +14.9% | -16.2% | -1.7% |
| 30D | -2.3% | +32.3% | -34.6% | -3.4% |
| 3M | +2.5% | +34.8% | -32.3% | +1.2% |
| 6M | +9.5% | +16.8% | -7.3% | +8.4% |
| YTD | +5.1% | -6.7% | +11.7% | +3.0% |
| All | +15.4% | +5.9% | +9.6% | +16.2% |
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