+67.1%
TSM vs FIGR
+1.6%
+65.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.2% |
| 7D | +2.6% | +1.0% | +1.6% | +2.5% |
| 30D | +1.4% | +31.4% | -29.9% | -2.1% |
| 3M | +5.0% | +30.3% | -25.3% | +1.2% |
| 6M | +24.0% | -7.6% | +31.6% | +22.6% |
| YTD | +41.6% | -10.5% | +52.0% | +37.3% |
| All | +67.1% | +1.6% | +65.6% | +61.3% |
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