+99.5%
FIS vs TMF
-69.1%
+168.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -21.2% | +2.7% | -23.9% | -20.9% |
| 30D | -12.1% | +19.3% | -31.4% | -10.4% |
| 3M | -30.6% | -3.7% | -26.9% | -30.8% |
| 6M | -35.5% | -11.3% | -24.2% | -36.1% |
| YTD | -54.4% | -16.6% | -37.8% | -55.1% |
| 1Y | -52.9% | -21.1% | -31.8% | -53.8% |
| 3Y | -38.7% | -26.8% | -11.8% | -39.5% |
| 5Y | -70.4% | -88.0% | +17.6% | -76.8% |
| 10Y | -52.8% | -84.7% | +31.9% | -58.8% |
| All | +99.5% | -69.1% | +168.7% | +119.7% |
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