-69.3%
TTD vs FIGR
+5.9%
-75.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -4.6% | +14.9% | -19.5% | -5.4% |
| 30D | +3.7% | +32.3% | -28.6% | +1.7% |
| 3M | -30.2% | +34.8% | -65.0% | -31.7% |
| 6M | -51.4% | +16.8% | -68.2% | -52.4% |
| YTD | -63.4% | -6.7% | -56.8% | -64.0% |
| All | -69.3% | +5.9% | -75.2% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling