-54.3%
FIS vs TCOM
+5.0%
-59.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -6.0% |
| 7D | -3.5% | -1.4% | -2.1% | -3.3% |
| 30D | -19.4% | +11.5% | -30.9% | -21.0% |
| 3M | -31.6% | -5.2% | -26.4% | -31.2% |
| 6M | -32.5% | -16.9% | -15.6% | -30.8% |
| YTD | -56.0% | -39.9% | -16.1% | -52.6% |
| 1Y | -55.5% | -42.1% | -13.5% | -51.9% |
| 3Y | -41.3% | +28.0% | -69.4% | -46.2% |
| 5Y | -72.3% | +40.4% | -112.6% | -76.4% |
| All | -54.3% | +5.0% | -59.2% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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