-26.5%
FIS vs TCOM
+8.5%
-35.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.1% |
| 7D | -9.1% | -10.2% | +1.1% | -8.0% |
| 30D | -10.4% | -16.8% | +6.4% | -8.6% |
| 3M | -3.7% | -16.7% | +13.0% | -1.9% |
| 6M | -24.8% | -27.1% | +2.3% | -22.3% |
| YTD | -41.6% | -45.5% | +3.9% | -38.3% |
| 1Y | -42.7% | -45.9% | +3.1% | -39.5% |
| All | -26.5% | +8.5% | -35.0% | -25.8% |
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