-42.4%
FIS vs TEM
+61.6%
-104.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | -2.2% | +38.4% | -40.6% | -4.2% |
| 3M | +2.1% | +23.7% | -21.5% | +0.4% |
| 6M | -14.7% | +26.0% | -40.7% | -16.4% |
| YTD | -35.7% | +9.4% | -45.1% | -36.6% |
| 1Y | -37.1% | -17.3% | -19.8% | -37.4% |
| All | -42.4% | +61.6% | -104.0% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling