-13.4%
TMF vs FIGR
-39.0%
+25.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.7% | -8.9% | -0.7% |
| 7D | +1.2% | +5.3% | -4.1% | +0.8% |
| 30D | +19.7% | -17.9% | +37.6% | +21.0% |
| 3M | -2.1% | -20.5% | +18.4% | 0.0% |
| 6M | -13.4% | -40.2% | +26.7% | -10.0% |
| All | -13.4% | -39.0% | +25.5% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling