+43.1%
TSN vs FGI
-16.0%
+59.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -25.2% | +24.4% | -0.8% |
| 7D | -1.4% | -14.4% | +13.0% | -1.5% |
| 30D | +8.5% | -11.8% | +20.2% | +8.5% |
| 3M | +5.3% | -46.2% | +51.5% | +5.1% |
| 6M | -10.5% | +5.2% | -15.7% | -10.3% |
| YTD | +3.0% | +10.5% | -7.6% | +3.3% |
| 1Y | +12.1% | +25.5% | -13.4% | +12.7% |
| 3Y | +43.1% | -16.0% | +59.1% | +48.9% |
| All | +43.1% | -16.0% | +59.1% | +48.9% |
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