-51.1%
FIS vs TSN
+19.9%
-71.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +5.4% | -29.1% | -23.9% |
| 7D | -18.4% | +8.4% | -26.9% | -19.1% |
| 30D | -11.4% | +16.1% | -27.5% | -13.2% |
| 3M | -32.0% | +3.2% | -35.1% | -31.8% |
| 6M | -35.6% | -11.1% | -24.5% | -34.8% |
| YTD | -53.8% | +5.1% | -58.9% | -54.0% |
| 1Y | -51.1% | +19.4% | -70.5% | -52.9% |
| All | -51.1% | +19.9% | -71.0% | -52.9% |
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