+135.3%
FIS vs TCOM
+2,843.2%
-2,708.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.9% |
| 3M | -31.6% | -5.2% | -26.4% | -31.2% |
| 6M | -32.5% | -16.9% | -15.6% | -30.9% |
| YTD | -56.0% | -39.9% | -16.1% | -52.8% |
| 1Y | -55.5% | -42.1% | -13.5% | -52.1% |
| 3Y | -41.3% | +28.0% | -69.4% | -45.6% |
| 5Y | -72.3% | +40.4% | -112.6% | -75.8% |
| 10Y | -55.0% | +5.6% | -60.6% | -61.0% |
| All | +135.3% | +2,843.2% | -2,708.0% | +23.4% |
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