+77.2%
TGT vs FIGR
-3.1%
+80.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.1% |
| 7D | -5.2% | -3.0% | -2.2% | -5.2% |
| 30D | +1.2% | +13.7% | -12.5% | +1.0% |
| 3M | +18.4% | +23.9% | -5.5% | +17.9% |
| 6M | +33.4% | -8.4% | +41.9% | +33.3% |
| YTD | +63.8% | -14.6% | +78.4% | +62.0% |
| 1Y | +77.2% | +12.1% | +65.1% | +75.2% |
| All | +77.2% | -3.1% | +80.3% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling