+25.4%
TMO vs FIGR
-41.8%
+67.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.0% | +0.9% |
| 7D | +0.3% | -1.3% | +1.6% | +0.3% |
| 30D | +4.3% | -17.6% | +22.0% | +5.0% |
| 3M | +25.1% | -16.7% | +41.9% | +25.3% |
| 6M | +52.9% | -36.1% | +89.0% | +54.5% |
| YTD | +22.2% | -43.6% | +65.8% | +24.1% |
| 1Y | +25.4% | -39.8% | +65.2% | +28.1% |
| All | +25.4% | -41.8% | +67.2% | +28.1% |
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