-7.4%
TLT vs FIGR
-29.5%
+22.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.6% | -1.5% |
| 7D | -2.7% | +22.8% | -25.5% | -2.7% |
| 30D | +2.2% | -5.8% | +7.9% | +2.2% |
| 3M | -1.7% | -16.3% | +14.6% | -1.6% |
| 6M | -4.0% | -35.0% | +31.1% | -4.0% |
| YTD | -4.9% | -37.1% | +32.2% | -4.9% |
| 1Y | -7.4% | -31.2% | +23.8% | -7.3% |
| All | -7.4% | -29.5% | +22.1% | -7.3% |
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