-39.8%
FIS vs TMF
-25.3%
-14.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -25.5% | +1.2% | -26.7% | -25.6% |
| 30D | -15.1% | +19.7% | -34.8% | -16.5% |
| 3M | -32.1% | -2.1% | -30.0% | -32.1% |
| 6M | -36.1% | -13.4% | -22.6% | -35.4% |
| YTD | -55.4% | -16.7% | -38.7% | -54.8% |
| 1Y | -53.9% | -23.3% | -30.5% | -53.0% |
| 3Y | -39.8% | -24.8% | -14.9% | -40.8% |
| All | -39.8% | -25.3% | -14.4% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling