+145.0%
FIS vs TCOM
+2,868.4%
-2,723.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.0% |
| 7D | +2.8% | -1.8% | +4.6% | +3.1% |
| 30D | -16.7% | +12.1% | -28.8% | -18.3% |
| 3M | -32.3% | -3.2% | -29.1% | -32.1% |
| 6M | -29.1% | -16.6% | -12.4% | -27.4% |
| YTD | -54.1% | -39.4% | -14.7% | -50.9% |
| 1Y | -53.7% | -41.5% | -12.2% | -50.2% |
| 3Y | -38.8% | +24.4% | -63.2% | -43.0% |
| 5Y | -71.1% | +41.6% | -112.7% | -74.9% |
| 10Y | -53.1% | +6.5% | -59.6% | -59.4% |
| All | +145.0% | +2,868.4% | -2,723.4% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling