-55.5%
FIS vs TMF
-82.2%
+26.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -0.3% |
| 7D | -27.4% | -1.1% | -26.3% | -27.4% |
| 30D | -16.8% | +11.8% | -28.6% | -16.4% |
| 3M | -32.6% | -4.0% | -28.6% | -32.7% |
| 6M | -33.4% | -16.5% | -16.9% | -33.9% |
| YTD | -56.0% | -19.9% | -36.1% | -56.5% |
| 1Y | -55.1% | -25.6% | -29.5% | -55.7% |
| 3Y | -41.4% | -29.9% | -11.5% | -41.8% |
| 5Y | -72.7% | -88.2% | +15.6% | -77.7% |
| 10Y | -55.5% | -81.7% | +26.3% | -61.3% |
| All | -55.5% | -82.2% | +26.7% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling