-43.4%
FIS vs TLN
+683.0%
-726.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.2% | -8.6% | -1.4% |
| 7D | -29.4% | +9.1% | -38.5% | -29.3% |
| 30D | -16.7% | -4.1% | -12.7% | -16.7% |
| 3M | -33.0% | +4.4% | -37.4% | -32.9% |
| 6M | -33.3% | -6.0% | -27.3% | -33.3% |
| YTD | -56.0% | -3.1% | -52.9% | -56.0% |
| 1Y | -54.6% | -6.1% | -48.5% | -54.6% |
| 3Y | -40.6% | +575.3% | -616.0% | -50.0% |
| All | -43.4% | +683.0% | -726.5% | -53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling