-45.8%
FIS vs TEM
+60.7%
-106.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.9% |
| 7D | -3.5% | +3.2% | -6.7% | -3.6% |
| 30D | -7.8% | +23.5% | -31.3% | -9.1% |
| 3M | +0.8% | +32.3% | -31.5% | -1.2% |
| 6M | -21.9% | +23.0% | -44.9% | -23.4% |
| YTD | -39.5% | +8.9% | -48.4% | -40.3% |
| 1Y | -41.0% | -19.9% | -21.1% | -41.2% |
| All | -45.8% | +60.7% | -106.5% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling