-25.6%
FIS vs TDY
+45.1%
-70.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -8.9% | -1.9% | -7.0% | -8.4% |
| 30D | -9.9% | -12.5% | +2.6% | -7.0% |
| 3M | 0.0% | -0.8% | +0.8% | -0.6% |
| 6M | -22.9% | -9.0% | -13.9% | -21.4% |
| YTD | -40.9% | +16.8% | -57.7% | -45.6% |
| 1Y | -40.4% | +9.5% | -49.9% | -43.9% |
| All | -25.6% | +45.1% | -70.7% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling