-24.6%
TMF vs FIGR
-31.9%
+7.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.9% | -7.8% | +0.2% |
| 7D | +0.6% | +12.5% | -11.9% | +0.7% |
| 30D | +16.3% | -14.1% | +30.4% | +16.2% |
| 3M | -2.7% | -14.3% | +11.6% | -2.4% |
| 6M | -13.2% | -34.8% | +21.7% | -13.5% |
| YTD | -16.7% | -40.0% | +23.3% | -16.0% |
| 1Y | -22.7% | -32.9% | +10.2% | -21.2% |
| All | -24.6% | -31.9% | +7.3% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling