-23.6%
FIS vs TD
+128.4%
-152.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.6% |
| 7D | -3.5% | +0.9% | -4.3% | -3.7% |
| 30D | -7.8% | -0.7% | -7.2% | -7.7% |
| 3M | +0.8% | +6.3% | -5.4% | -1.6% |
| 6M | -21.9% | +27.9% | -49.8% | -29.3% |
| YTD | -39.5% | +29.8% | -69.3% | -45.6% |
| 1Y | -41.0% | +63.7% | -104.6% | -51.7% |
| 3Y | -23.6% | +128.3% | -151.9% | -47.2% |
| All | -23.6% | +128.4% | -152.0% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling