-42.7%
FIS vs TEM
-24.0%
-18.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.7% | +1.3% | -3.1% |
| 7D | -9.1% | -1.1% | -8.0% | -9.0% |
| 30D | -10.4% | +11.3% | -21.7% | -11.5% |
| 3M | -3.7% | +25.5% | -29.2% | -6.4% |
| 6M | -24.8% | +17.1% | -41.9% | -26.9% |
| YTD | -41.6% | +3.8% | -45.3% | -42.5% |
| 1Y | -42.7% | -24.4% | -18.4% | -44.4% |
| All | -42.7% | -24.0% | -18.8% | -44.4% |
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