-71.1%
FIS vs TPR
+238.0%
-309.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.7% | +8.4% | +7.1% |
| 7D | +1.5% | +6.4% | -4.9% | 0.0% |
| 30D | -11.8% | +13.8% | -25.6% | -14.7% |
| 3M | -28.5% | -16.6% | -11.9% | -26.3% |
| 6M | -27.0% | +0.7% | -27.7% | -28.3% |
| YTD | -53.1% | +5.3% | -58.4% | -55.0% |
| 1Y | -52.8% | +32.4% | -85.1% | -57.5% |
| 3Y | -37.5% | +406.4% | -443.9% | -65.9% |
| 5Y | -71.1% | +227.9% | -299.0% | -82.4% |
| All | -71.1% | +238.0% | -309.1% | -82.4% |
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