-51.1%
FIS vs TEM
-11.1%
-40.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -2.8% | -20.9% | -23.5% |
| 7D | -18.4% | -1.3% | -17.1% | -18.3% |
| 30D | -11.4% | -9.5% | -1.9% | -10.8% |
| 3M | -32.0% | +60.7% | -92.7% | -35.2% |
| 6M | -35.6% | +35.5% | -71.1% | -37.6% |
| YTD | -53.8% | +28.0% | -81.8% | -55.2% |
| 1Y | -51.1% | -10.5% | -40.6% | -51.9% |
| All | -51.1% | -11.1% | -40.0% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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