-51.1%
FIS vs TD
+61.0%
-112.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.8% | -26.4% | -23.5% |
| 7D | -18.4% | +1.4% | -19.8% | -18.2% |
| 30D | -11.4% | +10.2% | -21.6% | -12.2% |
| 3M | -32.0% | +8.1% | -40.1% | -32.3% |
| 6M | -35.6% | +22.3% | -57.9% | -38.4% |
| YTD | -53.8% | +39.0% | -92.8% | -57.8% |
| 1Y | -51.1% | +62.6% | -113.7% | -57.2% |
| All | -51.1% | +61.0% | -112.1% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling