+3.1%
TT vs FIGR
-32.8%
+35.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.7% | +0.8% |
| 7D | +3.5% | +5.1% | -1.6% | +3.3% |
| 30D | -11.0% | -15.0% | +4.0% | -10.8% |
| 3M | -12.0% | -13.1% | +1.1% | -12.0% |
| 6M | -10.4% | -37.9% | +27.5% | -10.0% |
| YTD | +9.9% | -40.8% | +50.7% | +8.1% |
| 1Y | +1.5% | -33.1% | +34.6% | -0.9% |
| All | +3.1% | -32.8% | +35.9% | +1.1% |
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