-27.0%
FIS vs TEM
+60.9%
-87.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.4% | +8.1% | +6.7% |
| 7D | +1.5% | +5.1% | -3.5% | +1.4% |
| 30D | -11.8% | +16.8% | -28.6% | -11.8% |
| 3M | -28.5% | +42.6% | -71.2% | -28.4% |
| 6M | -27.0% | +63.9% | -90.9% | -27.3% |
| All | -27.0% | +60.9% | -87.9% | -27.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling