-38.8%
FIS vs TCOM
+26.7%
-65.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.1% |
| 7D | +2.8% | -1.8% | +4.6% | +3.0% |
| 30D | -16.7% | +12.1% | -28.8% | -17.9% |
| 3M | -32.3% | -3.2% | -29.1% | -32.1% |
| 6M | -29.1% | -16.6% | -12.4% | -27.9% |
| YTD | -54.1% | -39.4% | -14.7% | -52.1% |
| 1Y | -53.7% | -41.5% | -12.2% | -51.6% |
| 3Y | -38.8% | +24.4% | -63.2% | -39.2% |
| All | -38.8% | +26.7% | -65.5% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling