+7.8%
TPR vs FIGR
+5.9%
+1.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -7.3% | +14.9% | -22.2% | -8.1% |
| 30D | -30.7% | +32.3% | -63.0% | -32.3% |
| 3M | -21.6% | +34.8% | -56.4% | -23.7% |
| 6M | -21.3% | +16.8% | -38.1% | -23.1% |
| YTD | -10.2% | -6.7% | -3.5% | -13.7% |
| All | +7.8% | +5.9% | +1.9% | +0.3% |
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