-65.4%
FIS vs TDY
+39.0%
-104.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.5% |
| 7D | -9.0% | -1.1% | -7.8% | -8.5% |
| 30D | -9.0% | -12.0% | +3.0% | -4.4% |
| 3M | -0.5% | -3.2% | +2.6% | +0.1% |
| 6M | -23.1% | -7.9% | -15.2% | -21.3% |
| YTD | -41.5% | +18.2% | -59.7% | -47.4% |
| 1Y | -42.2% | +6.7% | -48.8% | -45.5% |
| 3Y | -26.3% | +47.5% | -73.9% | -42.6% |
| All | -65.4% | +39.0% | -104.4% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling