-3.2%
TXT vs FIGR
+6.3%
-9.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | +0.4% |
| 7D | -0.2% | +13.5% | -13.8% | -0.6% |
| 30D | -11.1% | +33.7% | -44.8% | -12.0% |
| 3M | -13.0% | +37.3% | -50.3% | -14.0% |
| 6M | -16.2% | +25.5% | -41.7% | -17.1% |
| YTD | -8.7% | -6.3% | -2.4% | -10.9% |
| All | -3.2% | +6.3% | -9.5% | -7.5% |
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