-60.6%
FIS vs TEM
+111.1%
-171.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.0% | -12.4% | -1.9% |
| 7D | -29.4% | +7.6% | -37.0% | -29.7% |
| 30D | -16.7% | +19.0% | -35.8% | -17.6% |
| 3M | -33.0% | +62.2% | -95.2% | -35.0% |
| 6M | -33.3% | +69.4% | -102.7% | -35.7% |
| YTD | -56.0% | +43.0% | -99.0% | -57.3% |
| 1Y | -54.6% | +18.0% | -72.6% | -55.6% |
| All | -60.6% | +111.1% | -171.7% | -64.0% |
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