+290.2%
FIS vs TNA
+1,004.3%
-714.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -2.2% | -4.9% | +2.7% | -1.2% |
| 3M | +2.1% | +0.4% | +1.8% | +1.2% |
| 6M | -14.7% | +32.5% | -47.2% | -21.8% |
| YTD | -35.7% | +53.7% | -89.4% | -43.3% |
| 1Y | -37.1% | +65.1% | -102.2% | -46.0% |
| 3Y | -20.0% | +98.4% | -118.5% | -39.9% |
| 5Y | -62.1% | -22.5% | -39.6% | -67.5% |
| 10Y | -37.4% | +82.5% | -119.9% | -65.1% |
| All | +290.2% | +1,004.3% | -714.1% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling