-22.7%
TSN vs FGI
-68.3%
+45.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | -0.7% |
| 7D | -0.3% | +6.9% | -7.1% | -0.3% |
| 30D | +11.8% | +3.9% | +7.8% | +11.8% |
| 3M | +7.1% | +74.3% | -67.2% | +7.1% |
| 6M | -9.2% | +28.9% | -38.1% | -9.2% |
| YTD | +4.8% | +39.1% | -34.3% | +4.6% |
| 1Y | +11.6% | +49.3% | -37.7% | +11.5% |
| 3Y | +41.5% | +5.7% | +35.8% | +42.8% |
| All | -22.7% | -68.3% | +45.6% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling