-66.1%
FIS vs TCOM
+25.9%
-92.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.0% |
| 7D | -9.1% | -10.2% | +1.1% | -7.8% |
| 30D | -10.4% | -16.8% | +6.4% | -8.2% |
| 3M | -3.7% | -16.7% | +13.0% | -1.5% |
| 6M | -24.8% | -27.1% | +2.3% | -21.7% |
| YTD | -41.6% | -45.5% | +3.9% | -37.1% |
| 1Y | -42.7% | -45.9% | +3.1% | -38.4% |
| 3Y | -26.2% | +9.8% | -36.0% | -29.7% |
| 5Y | -66.1% | +23.8% | -89.9% | -69.6% |
| All | -66.1% | +25.9% | -92.0% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling