-66.1%
FIS vs TD
+123.1%
-189.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.8% |
| 7D | -9.1% | -1.9% | -7.2% | -8.1% |
| 30D | -10.4% | -1.6% | -8.8% | -9.7% |
| 3M | -3.7% | +4.6% | -8.3% | -6.6% |
| 6M | -24.8% | +26.8% | -51.6% | -35.1% |
| YTD | -41.6% | +28.3% | -69.9% | -50.0% |
| 1Y | -42.7% | +60.4% | -103.2% | -57.3% |
| 3Y | -26.2% | +125.7% | -151.9% | -56.7% |
| 5Y | -66.1% | +122.4% | -188.5% | -80.5% |
| All | -66.1% | +123.1% | -189.2% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling