+181.2%
FIS vs TMF
-68.9%
+250.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +1.1% | -1.4% | +2.5% | +0.9% |
| 30D | -2.2% | -2.8% | +0.6% | -2.5% |
| 3M | +2.1% | -10.9% | +13.0% | +1.0% |
| 6M | -14.7% | -21.3% | +6.6% | -16.6% |
| YTD | -35.7% | -15.9% | -19.8% | -36.7% |
| 1Y | -37.1% | -15.7% | -21.3% | -37.9% |
| 3Y | -20.0% | -43.4% | +23.3% | -23.6% |
| 5Y | -62.1% | -87.8% | +25.6% | -70.1% |
| 10Y | -37.4% | -86.7% | +49.4% | -46.7% |
| All | +181.2% | -68.9% | +250.0% | +209.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling