+11.4%
TPR vs FIGR
+6.3%
+5.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.4% | -10.1% | -4.1% |
| 7D | -3.4% | +13.5% | -16.9% | -4.1% |
| 30D | -27.3% | +33.7% | -61.0% | -29.0% |
| 3M | -16.2% | +37.3% | -53.6% | -18.6% |
| 6M | -17.9% | +25.5% | -43.4% | -20.1% |
| YTD | -7.1% | -6.3% | -0.8% | -10.8% |
| All | +11.4% | +6.3% | +5.1% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling