-40.9%
FIS vs TSN
-9.4%
-31.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.1% |
| 7D | -9.1% | -7.3% | -1.8% | -7.0% |
| 30D | -10.4% | -8.6% | -1.8% | -8.0% |
| 3M | -3.7% | -7.5% | +3.8% | -1.4% |
| 6M | -24.8% | -14.1% | -10.6% | -21.6% |
| YTD | -41.6% | -9.4% | -32.1% | -40.2% |
| 1Y | -42.7% | -4.1% | -38.7% | -42.6% |
| 3Y | -26.2% | +10.3% | -36.6% | -30.3% |
| 5Y | -66.1% | -19.7% | -46.4% | -64.7% |
| 10Y | -40.9% | -7.0% | -33.9% | -43.7% |
| All | -40.9% | -9.4% | -31.4% | -43.7% |
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