-40.4%
FIS vs TD
+61.3%
-101.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +1.0% |
| 7D | -8.9% | -2.6% | -6.3% | -8.5% |
| 30D | -9.9% | -1.0% | -8.9% | -9.7% |
| 3M | 0.0% | +5.6% | -5.6% | -1.8% |
| 6M | -22.9% | +27.1% | -50.0% | -29.2% |
| YTD | -40.9% | +29.4% | -70.3% | -46.2% |
| 1Y | -40.4% | +60.7% | -101.1% | -50.6% |
| All | -40.4% | +61.3% | -101.7% | -50.6% |
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