-5.8%
TLT vs FIG
-56.7%
+50.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | -1.0% | -14.3% | +13.3% | -0.8% |
| 30D | +4.1% | -13.6% | +17.7% | +4.3% |
| 3M | -0.4% | -23.7% | +23.4% | -0.1% |
| 6M | -3.2% | -5.4% | +2.2% | -3.1% |
| YTD | -3.5% | -49.2% | +45.7% | -1.5% |
| 1Y | -5.8% | -57.4% | +51.5% | -2.9% |
| All | -5.8% | -56.7% | +50.9% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling