-53.7%
FIS vs TMF
-30.5%
-23.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.5% | +4.3% |
| 7D | +2.8% | -9.3% | +12.1% | +3.4% |
| 30D | -16.7% | +1.9% | -18.7% | -17.0% |
| 3M | -32.3% | -11.2% | -21.1% | -32.2% |
| 6M | -29.1% | -17.7% | -11.3% | -29.0% |
| YTD | -54.1% | -24.5% | -29.7% | -53.6% |
| 1Y | -53.7% | -29.4% | -24.3% | -52.6% |
| All | -53.7% | -30.5% | -23.3% | -52.6% |
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