-64.8%
FIS vs TNA
-26.1%
-38.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.8% |
| 7D | -8.9% | -7.6% | -1.3% | -7.4% |
| 30D | -9.9% | -13.6% | +3.7% | -7.2% |
| 3M | 0.0% | +2.8% | -2.9% | -1.3% |
| 6M | -22.9% | +34.5% | -57.4% | -29.3% |
| YTD | -40.9% | +41.0% | -81.9% | -46.7% |
| 1Y | -40.4% | +52.0% | -92.4% | -47.9% |
| 3Y | -25.4% | +103.5% | -128.8% | -45.4% |
| 5Y | -64.8% | -22.5% | -42.3% | -70.8% |
| All | -64.8% | -26.1% | -38.7% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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