-47.7%
FIS vs TEM
+53.2%
-100.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.7% | +1.3% | -3.2% |
| 7D | -9.1% | -1.1% | -8.0% | -9.0% |
| 30D | -10.4% | +11.3% | -21.7% | -11.2% |
| 3M | -3.7% | +25.5% | -29.2% | -5.4% |
| 6M | -24.8% | +17.1% | -41.9% | -26.0% |
| YTD | -41.6% | +3.8% | -45.3% | -42.2% |
| 1Y | -42.7% | -24.4% | -18.4% | -42.8% |
| All | -47.7% | +53.2% | -100.9% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling