-39.8%
FIS vs TPR
+407.4%
-447.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -25.5% | +14.2% | -39.7% | -26.6% |
| 30D | -15.1% | +17.1% | -32.1% | -16.6% |
| 3M | -32.1% | -17.7% | -14.4% | -31.0% |
| 6M | -36.1% | -10.2% | -25.9% | -35.9% |
| YTD | -55.4% | +4.9% | -60.3% | -56.4% |
| 1Y | -53.9% | +36.1% | -90.0% | -56.7% |
| 3Y | -39.8% | +416.5% | -456.2% | -59.5% |
| All | -39.8% | +407.4% | -447.2% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling