-51.1%
FIS vs TDY
+22.9%
-74.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -4.8% | -18.9% | -23.3% |
| 7D | -18.4% | -5.0% | -13.4% | -18.0% |
| 30D | -11.4% | +2.0% | -13.4% | -10.5% |
| 3M | -32.0% | -7.7% | -24.3% | -31.8% |
| 6M | -35.6% | -0.9% | -34.7% | -35.2% |
| YTD | -53.8% | +23.7% | -77.5% | -55.7% |
| 1Y | -51.1% | +23.6% | -74.7% | -53.0% |
| All | -51.1% | +22.9% | -74.0% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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