-51.1%
FIS vs TLN
-17.6%
-33.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -8.5% | -15.1% | -24.0% |
| 7D | -18.4% | -6.0% | -12.4% | -18.5% |
| 30D | -11.4% | -1.5% | -9.8% | -11.0% |
| 3M | -32.0% | -3.9% | -28.1% | -31.7% |
| 6M | -35.6% | -15.0% | -20.6% | -35.7% |
| YTD | -53.8% | -12.8% | -41.0% | -53.6% |
| 1Y | -51.1% | -17.3% | -33.8% | -51.1% |
| All | -51.1% | -17.6% | -33.5% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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