-4.2%
TLT vs FIG
-58.0%
+53.8%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.7% | +5.7% | 0.0% |
| 7D | +0.4% | -16.4% | +16.8% | +0.5% |
| 30D | -0.3% | -2.3% | +2.0% | -0.3% |
| 3M | -1.7% | +7.8% | -9.6% | -1.7% |
| 6M | -4.9% | -21.8% | +16.9% | -4.5% |
| YTD | -2.8% | -39.1% | +36.3% | -2.5% |
| 1Y | -4.2% | -56.6% | +52.4% | -4.8% |
| All | -4.2% | -58.0% | +53.8% | -4.8% |
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