-56.6%
FIG vs TSN
-2.3%
-54.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.8% |
| 7D | -12.2% | +1.4% | -13.6% | -12.0% |
| 30D | -11.0% | -6.2% | -4.8% | -11.7% |
| 3M | +11.9% | -5.7% | +17.5% | +11.5% |
| 6M | -21.9% | -11.4% | -10.5% | -24.5% |
| YTD | -40.8% | -8.2% | -32.6% | -42.2% |
| 1Y | -56.6% | -2.0% | -54.6% | -58.3% |
| All | -56.6% | -2.3% | -54.3% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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