-52.8%
FIS vs TEM
+10.9%
-63.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.4% | +8.1% | +6.8% |
| 7D | +1.5% | +5.1% | -3.5% | +1.0% |
| 30D | -11.8% | +16.8% | -28.6% | -12.9% |
| 3M | -28.5% | +42.6% | -71.2% | -31.1% |
| 6M | -27.0% | +63.9% | -90.9% | -31.5% |
| YTD | -53.1% | +34.5% | -87.6% | -54.7% |
| 1Y | -52.8% | +11.0% | -63.7% | -53.8% |
| All | -52.8% | +10.9% | -63.7% | -53.8% |
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