-23.9%
TMF vs FIGR
-0.1%
-23.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.3% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -2.8% | +25.2% | -28.0% | -2.2% |
| 3M | -10.9% | +14.8% | -25.7% | -10.4% |
| 6M | -21.3% | +17.9% | -39.3% | -20.3% |
| YTD | -15.9% | -11.9% | -3.9% | -14.9% |
| All | -23.9% | -0.1% | -23.7% | -21.8% |
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