-1.5%
TLT vs FIG
-77.7%
+76.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | -1.0% | -14.3% | +13.3% | -0.9% |
| 30D | +3.7% | -13.6% | +17.3% | +3.7% |
| 3M | -0.8% | -23.7% | +23.0% | -0.7% |
| 6M | -3.6% | -5.4% | +1.8% | -3.4% |
| YTD | -3.9% | -49.2% | +45.3% | -3.8% |
| 1Y | -6.2% | -57.4% | +51.1% | -6.2% |
| All | -1.5% | -77.7% | +76.2% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling