-3.5%
TSN vs FIGR
+6.3%
-9.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | +2.0% |
| 7D | -5.0% | +13.5% | -18.6% | -4.4% |
| 30D | -9.1% | +33.7% | -42.8% | -7.7% |
| 3M | -7.4% | +37.3% | -44.8% | -5.7% |
| 6M | -13.4% | +25.5% | -38.9% | -11.9% |
| YTD | -8.5% | -6.3% | -2.2% | -7.3% |
| All | -3.5% | +6.3% | -9.8% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling