-39.8%
FIS vs TLN
+538.9%
-578.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.1% | -9.3% | -2.3% |
| 7D | -25.5% | -1.3% | -24.2% | -25.4% |
| 30D | -15.1% | -10.5% | -4.6% | -15.0% |
| 3M | -32.1% | +0.1% | -32.2% | -32.0% |
| 6M | -36.1% | -17.4% | -18.7% | -35.9% |
| YTD | -55.4% | -9.7% | -45.7% | -55.4% |
| 1Y | -53.9% | -12.3% | -41.6% | -53.9% |
| 3Y | -39.8% | +528.3% | -568.0% | -50.9% |
| All | -39.8% | +538.9% | -578.7% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling