+45.8%
TNA vs FIGR
-3.1%
+48.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +2.1% |
| 7D | -7.3% | -3.0% | -4.2% | -6.7% |
| 30D | -14.2% | +13.7% | -27.8% | -17.2% |
| 3M | -4.6% | +23.9% | -28.4% | -10.3% |
| 6M | +36.9% | -8.4% | +45.4% | +35.9% |
| YTD | +42.5% | -14.6% | +57.2% | +34.6% |
| 1Y | +45.8% | +12.1% | +33.7% | +33.6% |
| All | +45.8% | -3.1% | +48.9% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling