-37.5%
FIS vs TSN
+44.5%
-81.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +6.8% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -11.8% | +11.8% | -23.6% | -14.4% |
| 3M | -28.5% | +7.1% | -35.6% | -30.0% |
| 6M | -27.0% | -9.2% | -17.9% | -25.4% |
| YTD | -53.1% | +4.8% | -57.9% | -54.1% |
| 1Y | -52.8% | +11.6% | -64.4% | -54.8% |
| All | -37.5% | +44.5% | -81.9% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling