-83.9%
FIG vs TSN
+19.4%
-103.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -3.9% |
| 7D | -11.4% | +5.8% | -17.3% | -10.9% |
| 30D | -17.2% | +12.8% | -30.0% | -15.8% |
| 3M | -26.6% | +6.5% | -33.1% | -26.2% |
| 6M | -9.8% | -10.3% | +0.4% | -14.3% |
| YTD | -50.1% | +5.5% | -55.7% | -50.4% |
| 1Y | -58.1% | +15.8% | -73.8% | -56.7% |
| All | -83.9% | +19.4% | -103.3% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling