+43.2%
TSN vs FGI
+2.3%
+40.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +6.9% | -11.6% | +18.4% | +6.8% |
| 30D | +15.7% | -3.3% | +19.0% | +15.7% |
| 3M | +4.3% | +65.6% | -61.3% | +4.6% |
| 6M | -10.6% | -2.8% | -7.8% | -10.5% |
| YTD | +5.2% | +30.1% | -24.9% | +5.6% |
| 1Y | +18.7% | +50.2% | -31.5% | +19.3% |
| All | +43.2% | +2.3% | +40.9% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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