+2.0%
FISV vs TSN
-4.9%
+6.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.1% |
| 7D | -2.7% | +3.0% | -5.7% | -3.6% |
| 30D | 0.0% | -4.2% | +4.2% | +1.2% |
| 3M | -2.8% | -3.9% | +1.1% | -1.8% |
| 6M | -11.8% | -9.8% | -2.0% | -9.6% |
| YTD | -23.2% | -7.3% | -15.9% | -22.2% |
| 1Y | -62.0% | -2.2% | -59.8% | -62.0% |
| 3Y | -57.6% | +11.9% | -69.5% | -60.1% |
| 5Y | -53.4% | -16.9% | -36.5% | -51.9% |
| All | +2.0% | -4.9% | +6.9% | -4.1% |
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