-5.6%
TLT vs FIGR
-41.8%
+36.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +0.8% |
| 7D | +1.0% | -1.3% | +2.3% | +0.9% |
| 30D | +6.0% | -17.6% | +23.6% | +6.0% |
| 3M | -0.9% | -16.7% | +15.8% | -0.7% |
| 6M | -2.3% | -36.1% | +33.9% | -2.2% |
| YTD | -3.3% | -43.6% | +40.3% | -3.1% |
| 1Y | -5.6% | -39.8% | +34.2% | -5.2% |
| All | -5.6% | -41.8% | +36.2% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling