-0.3%
TLT vs FIG
-77.9%
+77.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | +0.1% | -13.1% | +13.2% | +0.2% |
| 30D | +6.2% | -13.0% | +19.2% | +6.2% |
| 3M | +0.1% | -21.5% | +21.6% | +0.2% |
| 6M | -3.0% | -2.5% | -0.5% | -2.8% |
| YTD | -2.7% | -49.7% | +46.9% | -2.6% |
| 1Y | -4.8% | -59.1% | +54.2% | -4.8% |
| All | -0.3% | -77.9% | +77.6% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling