-52.0%
FIS vs TSN
+17.5%
-69.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +6.9% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -11.8% | +11.8% | -23.6% | -15.4% |
| 3M | -28.5% | +7.1% | -35.6% | -30.6% |
| 6M | -27.0% | -9.2% | -17.9% | -25.4% |
| YTD | -53.1% | +4.8% | -57.9% | -54.5% |
| 1Y | -52.8% | +11.6% | -64.4% | -55.2% |
| 3Y | -37.5% | +41.5% | -79.0% | -45.9% |
| 5Y | -71.1% | -15.5% | -55.5% | -70.5% |
| 10Y | -52.0% | +16.9% | -68.9% | -57.1% |
| All | -52.0% | +17.5% | -69.5% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling