+425.2%
TXG vs FIGR
-3.1%
+428.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.6% | +8.0% | +4.1% |
| 7D | +9.5% | -3.0% | +12.5% | +10.0% |
| 30D | +18.8% | +13.7% | +5.1% | +16.0% |
| 3M | +136.1% | +23.9% | +112.2% | +127.1% |
| 6M | +235.2% | -8.4% | +243.7% | +232.9% |
| YTD | +320.5% | -14.6% | +335.2% | +306.1% |
| 1Y | +425.2% | +12.1% | +413.1% | +365.2% |
| All | +425.2% | -3.1% | +428.3% | +365.2% |
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