+95.1%
FIS vs TMF
-69.2%
+164.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.3% |
| 7D | -25.5% | +1.2% | -26.7% | -25.3% |
| 30D | -15.1% | +19.7% | -34.8% | -13.5% |
| 3M | -32.1% | -2.1% | -30.0% | -32.2% |
| 6M | -36.1% | -13.4% | -22.6% | -36.9% |
| YTD | -55.4% | -16.7% | -38.7% | -56.1% |
| 1Y | -53.9% | -23.3% | -30.5% | -55.0% |
| 3Y | -39.8% | -24.8% | -14.9% | -40.4% |
| 5Y | -71.1% | -88.0% | +17.0% | -77.3% |
| 10Y | -53.8% | -84.7% | +30.9% | -59.8% |
| All | +95.1% | -69.2% | +164.2% | +114.7% |
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