-71.4%
FIS vs TPR
+253.5%
-324.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -25.5% | +14.2% | -39.7% | -27.8% |
| 30D | -15.1% | +17.1% | -32.1% | -18.3% |
| 3M | -32.1% | -17.7% | -14.4% | -29.7% |
| 6M | -36.1% | -10.2% | -25.9% | -35.6% |
| YTD | -55.4% | +4.9% | -60.3% | -57.2% |
| 1Y | -53.9% | +36.1% | -90.0% | -58.8% |
| 3Y | -39.8% | +416.5% | -456.2% | -67.2% |
| All | -71.4% | +253.5% | -324.9% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling