-71.4%
FIS vs TMF
-88.0%
+16.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -25.5% | +1.2% | -26.7% | -25.5% |
| 30D | -15.1% | +19.7% | -34.8% | -15.7% |
| 3M | -32.1% | -2.1% | -30.0% | -32.1% |
| 6M | -36.1% | -13.4% | -22.6% | -35.8% |
| YTD | -55.4% | -16.7% | -38.7% | -55.2% |
| 1Y | -53.9% | -23.3% | -30.5% | -53.5% |
| 3Y | -39.8% | -24.8% | -14.9% | -39.3% |
| All | -71.4% | -88.0% | +16.6% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling