-52.8%
FIS vs TMF
-26.6%
-26.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.7% |
| 7D | +1.5% | -3.4% | +4.9% | +1.7% |
| 30D | -11.8% | +11.5% | -23.3% | -12.6% |
| 3M | -28.5% | -4.5% | -24.0% | -28.8% |
| 6M | -27.0% | -15.0% | -12.1% | -27.2% |
| YTD | -53.1% | -19.9% | -33.2% | -52.7% |
| 1Y | -52.8% | -26.6% | -26.2% | -51.8% |
| All | -52.8% | -26.6% | -26.1% | -51.8% |
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