-22.2%
FIS vs TLN
+602.5%
-624.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.8% | -8.7% | -5.9% |
| 7D | -3.5% | +10.9% | -14.4% | -3.4% |
| 30D | -7.8% | -6.3% | -1.5% | -7.9% |
| 3M | +0.8% | -10.7% | +11.5% | +0.7% |
| 6M | -21.9% | +1.6% | -23.5% | -22.3% |
| YTD | -39.5% | -13.1% | -26.4% | -39.6% |
| 1Y | -41.0% | -15.1% | -25.9% | -41.1% |
| 3Y | -23.6% | +495.0% | -518.6% | -35.8% |
| All | -22.2% | +602.5% | -624.7% | -35.9% |
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