-41.4%
FIS vs TPR
+419.9%
-461.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -27.4% | +12.1% | -39.5% | -28.3% |
| 30D | -16.8% | +16.7% | -33.5% | -18.3% |
| 3M | -32.6% | -17.4% | -15.3% | -31.4% |
| 6M | -33.4% | +2.3% | -35.7% | -34.1% |
| YTD | -56.0% | +7.1% | -63.2% | -57.2% |
| 1Y | -55.1% | +29.5% | -84.6% | -57.5% |
| 3Y | -41.4% | +415.0% | -456.5% | -62.6% |
| All | -41.4% | +419.9% | -461.3% | -62.6% |
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