-63.5%
FIS vs TSN
-22.1%
-41.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | +1.1% | -6.3% | +7.4% | +3.2% |
| 30D | -2.2% | -10.8% | +8.6% | +1.5% |
| 3M | +2.1% | -8.8% | +10.9% | +5.2% |
| 6M | -14.7% | -16.8% | +2.1% | -9.8% |
| YTD | -35.7% | -10.0% | -25.7% | -34.1% |
| 1Y | -37.1% | -5.3% | -31.8% | -36.9% |
| 3Y | -20.0% | +8.5% | -28.5% | -25.3% |
| All | -63.5% | -22.1% | -41.4% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling