+333.1%
FIS vs TDY
+3,828.9%
-3,495.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.9% |
| 7D | -9.1% | -1.8% | -7.2% | -8.5% |
| 30D | -10.4% | -13.8% | +3.3% | -5.8% |
| 3M | -3.7% | -3.9% | +0.2% | -2.8% |
| 6M | -24.8% | -9.0% | -15.8% | -22.9% |
| YTD | -41.6% | +16.5% | -58.1% | -45.5% |
| 1Y | -42.7% | +9.3% | -52.0% | -45.5% |
| 3Y | -26.2% | +45.1% | -71.3% | -37.0% |
| 5Y | -66.1% | +35.0% | -101.1% | -70.5% |
| 10Y | -40.9% | +469.0% | -509.9% | -68.0% |
| All | +333.1% | +3,828.9% | -3,495.9% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling