+6.8%
TT vs FIGR
+1.6%
+5.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.9% |
| 7D | -1.0% | +1.0% | -2.0% | -1.0% |
| 30D | -8.9% | +31.4% | -40.3% | -9.7% |
| 3M | -1.8% | +30.3% | -32.1% | -2.7% |
| 6M | +1.9% | -7.6% | +9.5% | +1.3% |
| YTD | +13.8% | -10.5% | +24.3% | +10.9% |
| All | +6.8% | +1.6% | +5.2% | +3.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling