-24.3%
TMF vs FIGR
-41.8%
+17.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +2.4% |
| 7D | +4.0% | -1.3% | +5.3% | +4.0% |
| 30D | +19.5% | -17.6% | +37.1% | +19.5% |
| 3M | -3.5% | -16.7% | +13.2% | -3.0% |
| 6M | -10.6% | -36.1% | +25.5% | -10.4% |
| YTD | -17.1% | -43.6% | +26.6% | -16.6% |
| 1Y | -24.3% | -39.8% | +15.6% | -23.4% |
| All | -24.3% | -41.8% | +17.6% | -23.4% |
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