-55.3%
FIS vs TMF
-83.0%
+27.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -29.4% | +0.6% | -30.0% | -29.4% |
| 30D | -16.7% | +16.3% | -33.1% | -16.1% |
| 3M | -33.0% | -2.7% | -30.3% | -33.0% |
| 6M | -33.3% | -13.2% | -20.2% | -33.7% |
| YTD | -56.0% | -16.7% | -39.3% | -56.3% |
| 1Y | -54.6% | -22.7% | -31.9% | -55.1% |
| 3Y | -40.6% | -26.1% | -14.5% | -40.8% |
| 5Y | -71.9% | -88.4% | +16.5% | -77.3% |
| 10Y | -55.3% | -81.8% | +26.5% | -60.9% |
| All | -55.3% | -83.0% | +27.7% | -60.9% |
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