-55.8%
FISV vs TSN
-18.6%
-37.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | -7.2% | +1.4% | -8.6% | -7.6% |
| 30D | -7.2% | -6.2% | -1.0% | -5.6% |
| 3M | -8.2% | -5.7% | -2.5% | -6.8% |
| 6M | -17.7% | -11.4% | -6.3% | -15.4% |
| YTD | -27.2% | -8.2% | -19.0% | -26.2% |
| 1Y | -63.0% | -2.0% | -61.0% | -63.2% |
| 3Y | -59.8% | +11.9% | -71.6% | -62.2% |
| 5Y | -55.8% | -17.8% | -38.0% | -53.8% |
| All | -55.8% | -18.6% | -37.2% | -53.8% |
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