-17.4%
FIS vs TLN
+583.6%
-600.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -0.9% |
| 7D | +1.1% | +7.1% | -6.0% | +1.1% |
| 30D | -2.2% | -3.9% | +1.7% | -2.2% |
| 3M | +2.1% | -16.2% | +18.3% | +2.0% |
| 6M | -14.7% | -5.8% | -8.9% | -15.0% |
| YTD | -35.7% | -15.4% | -20.3% | -35.8% |
| 1Y | -37.1% | -16.7% | -20.4% | -37.2% |
| 3Y | -20.0% | +473.8% | -493.8% | -32.7% |
| All | -17.4% | +583.6% | -600.9% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling