-18.5%
FIS vs TMF
-42.2%
+23.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | -2.2% | -2.8% | +0.6% | -2.0% |
| 3M | +2.1% | -10.9% | +13.0% | +3.1% |
| 6M | -14.7% | -21.3% | +6.6% | -12.9% |
| YTD | -35.7% | -15.9% | -19.8% | -34.8% |
| 1Y | -37.1% | -15.7% | -21.3% | -36.2% |
| All | -18.5% | -42.2% | +23.7% | -16.9% |
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 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