-52.4%
FIS vs TPR
+364.3%
-416.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | -16.7% | +15.1% | -31.8% | -19.6% |
| 3M | -32.3% | +3.5% | -35.8% | -33.1% |
| 6M | -29.1% | +0.4% | -29.5% | -30.1% |
| YTD | -54.1% | +4.6% | -58.7% | -55.7% |
| 1Y | -53.7% | +33.1% | -86.8% | -57.9% |
| 3Y | -38.8% | +396.0% | -434.8% | -61.6% |
| 5Y | -71.1% | +230.3% | -301.4% | -80.4% |
| All | -52.4% | +364.3% | -416.7% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling