+405.4%
TXG vs FIGR
-41.8%
+447.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.7% | +2.7% |
| 7D | -19.3% | -1.3% | -17.9% | -18.9% |
| 30D | -30.9% | -17.6% | -13.3% | -28.7% |
| 3M | +41.1% | -16.7% | +57.8% | +44.5% |
| 6M | +211.9% | -36.1% | +248.0% | +228.3% |
| YTD | +314.0% | -43.6% | +357.6% | +323.8% |
| 1Y | +405.4% | -39.8% | +445.2% | +413.1% |
| All | +405.4% | -41.8% | +447.2% | +413.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling