-51.1%
FIS vs TMF
-23.9%
-27.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.5% | -26.1% | -23.8% |
| 7D | -18.4% | +4.0% | -22.4% | -18.6% |
| 30D | -11.4% | +19.5% | -30.8% | -12.3% |
| 3M | -32.0% | -3.5% | -28.4% | -32.3% |
| 6M | -35.6% | -10.6% | -25.0% | -36.0% |
| YTD | -53.8% | -17.1% | -36.7% | -53.6% |
| 1Y | -51.1% | -24.3% | -26.8% | -51.0% |
| All | -51.1% | -23.9% | -27.2% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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